+164.2%
XLB vs PSX
+368.0%
-203.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.5% | +7.8% | -7.3% | -1.8% |
| 30D | +5.2% | -10.9% | +16.0% | +8.6% |
| 3M | +0.3% | +14.5% | -14.2% | -4.5% |
| 6M | +1.2% | +56.1% | -55.0% | -13.4% |
| YTD | +16.6% | +109.6% | -92.9% | -10.3% |
| 1Y | +21.4% | +95.5% | -74.1% | -4.6% |
| 3Y | +43.2% | +156.2% | -113.0% | -0.2% |
| 5Y | +28.0% | +310.0% | -282.0% | -27.2% |
| All | +164.2% | +368.0% | -203.9% | +27.9% |
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