+159.8%
XLB vs PSX
+386.4%
-226.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.8% | +1.7% | -4.6% | -3.4% |
| 30D | -3.1% | +15.6% | -18.7% | -7.5% |
| 3M | -0.2% | +46.5% | -46.6% | -12.1% |
| 6M | +3.1% | +55.0% | -51.9% | -11.6% |
| YTD | +13.3% | +105.3% | -92.0% | -11.9% |
| 1Y | +12.0% | +101.6% | -89.6% | -12.7% |
| 3Y | +31.4% | +134.1% | -102.7% | -5.4% |
| 5Y | +33.9% | +368.7% | -334.8% | -27.7% |
| All | +159.8% | +386.4% | -226.6% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling