+670.4%
PG vs XLP
+578.7%
+91.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.7% |
| 30D | +10.2% | +8.3% | +1.8% | +2.2% |
| 3M | +16.2% | +8.7% | +7.5% | +7.4% |
| 6M | +18.6% | +11.2% | +7.4% | +7.3% |
| YTD | +20.4% | +20.0% | +0.4% | +1.3% |
| 1Y | +16.2% | +21.3% | -5.2% | -3.2% |
| 3Y | +19.9% | +43.8% | -24.0% | -14.7% |
| 5Y | +30.3% | +43.3% | -13.0% | -6.6% |
| 10Y | +163.1% | +136.8% | +26.4% | +20.6% |
| All | +670.4% | +578.7% | +91.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling