+135.8%
XLC vs PSX
+213.1%
-77.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.1% |
| 7D | +3.5% | -0.4% | +3.8% | +3.5% |
| 30D | -2.6% | -8.1% | +5.5% | -1.1% |
| 3M | -2.1% | +15.9% | -18.0% | -5.5% |
| 6M | -5.5% | +49.4% | -54.9% | -13.8% |
| YTD | -6.9% | +104.7% | -111.6% | -21.4% |
| 1Y | -3.7% | +89.1% | -92.8% | -17.4% |
| 3Y | +64.2% | +151.7% | -87.6% | +29.0% |
| 5Y | +43.0% | +298.3% | -255.3% | -1.9% |
| All | +135.8% | +213.1% | -77.2% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling