+39.3%
XLC vs PSX
+357.6%
-318.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | +0.2% | +15.8% | -15.6% | -2.0% |
| 3M | +0.7% | +43.0% | -42.3% | -4.8% |
| 6M | -4.5% | +61.1% | -65.5% | -11.9% |
| YTD | -4.7% | +104.5% | -109.3% | -16.0% |
| 1Y | -1.5% | +102.5% | -104.0% | -13.2% |
| 3Y | +72.2% | +133.5% | -61.2% | +44.3% |
| 5Y | +39.3% | +367.0% | -327.6% | +1.5% |
| All | +39.3% | +357.6% | -318.3% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling