+30.5%
XLB vs PSX
+287.9%
-257.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.5% | -7.8% | +8.3% | +2.3% |
| 30D | +6.9% | -9.9% | +16.8% | +9.1% |
| 3M | -0.2% | +16.9% | -17.1% | -4.3% |
| 6M | +3.3% | +48.0% | -44.7% | -6.9% |
| YTD | +18.0% | +98.3% | -80.3% | -2.6% |
| 1Y | +24.2% | +86.2% | -62.0% | +4.2% |
| 3Y | +44.7% | +144.0% | -99.3% | +9.6% |
| All | +30.5% | +287.9% | -257.3% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling