+13.4%
PG vs XLV
+33.9%
-20.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | -3.6% | +2.8% | +1.3% |
| 30D | +0.8% | -1.8% | +2.7% | +1.8% |
| 3M | -1.3% | +7.8% | -9.1% | -5.8% |
| 6M | -3.8% | +9.1% | -12.9% | -8.9% |
| YTD | +3.6% | +7.7% | -4.1% | -1.2% |
| 1Y | -5.7% | +20.4% | -26.1% | -16.1% |
| 3Y | +1.6% | +30.8% | -29.2% | -15.3% |
| All | +13.4% | +33.9% | -20.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 5y: compounded portfolio wealth divided by compounded XLV 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…
5y analysis · Full analysis span regression · 6 months rolling