+136.0%
XLC vs PSX
+220.6%
-84.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.7% | +7.8% | -4.1% | +2.2% |
| 30D | -1.9% | -10.9% | +9.0% | +0.2% |
| 3M | -3.1% | +14.5% | -17.6% | -6.2% |
| 6M | -6.4% | +56.1% | -62.5% | -15.4% |
| YTD | -6.8% | +109.6% | -116.4% | -21.7% |
| 1Y | -1.7% | +95.5% | -97.2% | -16.2% |
| 3Y | +64.7% | +156.2% | -91.5% | +29.0% |
| 5Y | +41.1% | +310.0% | -268.9% | -3.8% |
| All | +136.0% | +220.6% | -84.6% | +61.5% |
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 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