+568.4%
PG vs XLP
+523.7%
+44.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | +1.9% | -1.0% | +2.9% | +2.8% |
| 30D | -0.2% | -0.9% | +0.6% | +0.5% |
| 3M | +4.8% | +3.8% | +1.0% | +1.1% |
| 6M | -6.1% | -1.7% | -4.4% | -4.6% |
| YTD | +4.5% | +10.3% | -5.8% | -4.8% |
| 1Y | -5.3% | +7.8% | -13.1% | -11.8% |
| 3Y | +2.6% | +27.2% | -24.6% | -18.1% |
| 5Y | +15.6% | +32.5% | -16.9% | -10.8% |
| 10Y | +118.0% | +101.8% | +16.2% | +15.7% |
| All | +568.4% | +523.7% | +44.8% | +28.0% |
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