+133.6%
XLC vs PSX
+218.2%
-84.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +3.1% | +6.4% | -3.3% | +1.8% |
| 30D | -4.2% | -10.2% | +6.0% | -2.3% |
| 3M | -2.1% | +17.2% | -19.3% | -5.7% |
| 6M | -6.6% | +51.8% | -58.4% | -15.1% |
| YTD | -7.8% | +108.0% | -115.8% | -22.4% |
| 1Y | -4.1% | +96.1% | -100.2% | -18.4% |
| 3Y | +62.6% | +155.9% | -93.2% | +27.4% |
| 5Y | +39.6% | +306.9% | -267.3% | -4.7% |
| All | +133.6% | +218.2% | -84.6% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling