-0.6%
XLC vs PSX
+101.0%
-101.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | +4.5% | -5.4% | -0.6% |
| 30D | +1.0% | +26.6% | -25.6% | +2.2% |
| 3M | -0.7% | +39.3% | -40.0% | +0.7% |
| 6M | -5.1% | +56.8% | -62.0% | -3.9% |
| YTD | -4.3% | +101.8% | -106.1% | -4.4% |
| 1Y | -0.6% | +99.6% | -100.2% | -0.9% |
| All | -0.6% | +101.0% | -101.6% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling