+133.6%
XLC vs P
+347.0%
-213.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | -1.6% |
| 7D | +3.1% | +17.8% | -14.7% | +0.1% |
| 30D | -4.2% | -29.9% | +25.7% | +1.2% |
| 3M | -2.1% | -1.2% | -1.0% | -3.6% |
| 6M | -6.6% | +32.1% | -38.7% | -14.3% |
| YTD | -7.8% | +64.3% | -72.1% | -20.2% |
| 1Y | -4.1% | +24.3% | -28.4% | -13.3% |
| 3Y | +62.6% | +203.2% | -140.6% | +10.1% |
| 5Y | +39.6% | +290.4% | -250.8% | -14.4% |
| All | +133.6% | +347.0% | -213.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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