+673.4%
PG vs XLP
+574.6%
+98.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +12.0% | +8.9% | +3.1% | +3.4% |
| 3M | +16.2% | +7.5% | +8.7% | +8.6% |
| 6M | +16.6% | +9.4% | +7.1% | +7.0% |
| YTD | +20.9% | +19.3% | +1.6% | +2.3% |
| 1Y | +17.8% | +21.7% | -3.9% | -2.1% |
| 3Y | +21.2% | +44.0% | -22.8% | -13.8% |
| 5Y | +31.7% | +42.8% | -11.1% | -5.2% |
| 10Y | +156.9% | +128.8% | +28.1% | +21.5% |
| All | +673.4% | +574.6% | +98.8% | +37.6% |
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