+142.5%
XLC vs PSX
+208.7%
-66.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | +4.5% | -5.4% | -1.8% |
| 30D | +1.0% | +26.6% | -25.6% | -3.9% |
| 3M | -0.7% | +39.3% | -40.0% | -7.6% |
| 6M | -5.1% | +56.8% | -62.0% | -14.5% |
| YTD | -4.3% | +101.8% | -106.1% | -18.6% |
| 1Y | -0.6% | +99.6% | -100.2% | -15.5% |
| 3Y | +72.7% | +140.3% | -67.6% | +37.5% |
| 5Y | +38.0% | +339.3% | -301.3% | -7.7% |
| All | +142.5% | +208.7% | -66.3% | +67.9% |
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 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