+13.4%
PG vs XLY
+28.1%
-14.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | +0.8% | -4.2% | +5.0% | +1.5% |
| 3M | -1.3% | -2.7% | +1.3% | -0.9% |
| 6M | -3.8% | -0.6% | -3.2% | -3.8% |
| YTD | +3.6% | -5.0% | +8.6% | +4.3% |
| 1Y | -5.7% | -4.1% | -1.6% | -5.3% |
| 3Y | +1.6% | +33.6% | -32.0% | -4.6% |
| All | +13.4% | +28.1% | -14.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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