+35.8%
XLC vs P
+247.4%
-211.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | +4.9% | -23.8% | +28.7% | +8.4% |
| 30D | -5.8% | -36.6% | +30.8% | -0.4% |
| 3M | -5.4% | +10.9% | -16.3% | -8.3% |
| 6M | -10.2% | +30.0% | -40.2% | -16.1% |
| YTD | -10.2% | +44.4% | -54.6% | -18.4% |
| 1Y | -5.6% | +3.9% | -9.5% | -10.2% |
| 3Y | +61.0% | +176.6% | -115.6% | +13.6% |
| All | +35.8% | +247.4% | -211.6% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling