-5.7%
PG vs XLU
+3.1%
-8.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | +0.8% | -3.3% | +4.1% | +1.9% |
| 3M | -1.3% | -3.2% | +1.8% | -0.2% |
| 6M | -3.8% | -7.0% | +3.1% | -1.7% |
| YTD | +3.6% | +0.6% | +3.0% | +6.4% |
| 1Y | -5.7% | +2.4% | -8.2% | -2.6% |
| All | -5.7% | +3.1% | -8.8% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling