+34.5%
XLB vs PSX
+138.7%
-104.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.3% |
| 7D | -0.2% | +2.8% | -3.1% | -0.8% |
| 30D | -1.7% | +27.8% | -29.5% | -6.6% |
| 3M | +4.4% | +42.0% | -37.7% | -3.3% |
| 6M | +5.0% | +58.1% | -53.1% | -5.8% |
| YTD | +15.5% | +105.0% | -89.6% | -3.9% |
| 1Y | +14.9% | +104.9% | -90.0% | -4.7% |
| 3Y | +34.5% | +134.1% | -99.5% | +2.4% |
| All | +34.5% | +138.7% | -104.1% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling