+284.0%
XLB vs PSX
+1,139.4%
-855.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.4% | +4.5% | -5.9% | -2.8% |
| 30D | -0.4% | +26.6% | -27.0% | -7.9% |
| 3M | +2.0% | +39.3% | -37.3% | -9.0% |
| 6M | +1.8% | +56.8% | -55.0% | -13.3% |
| YTD | +16.6% | +101.8% | -85.2% | -9.1% |
| 1Y | +16.9% | +99.6% | -82.7% | -8.9% |
| 3Y | +32.6% | +140.3% | -107.8% | -5.6% |
| 5Y | +35.6% | +339.3% | -303.7% | -24.8% |
| 10Y | +160.0% | +369.9% | -209.8% | +28.8% |
| All | +284.0% | +1,139.4% | -855.5% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling