+176.5%
XLE vs P
+666.7%
-490.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.0% |
| 7D | +4.4% | +17.8% | -13.4% | +1.7% |
| 30D | -4.3% | -29.9% | +25.6% | +0.5% |
| 3M | +6.0% | -1.2% | +7.2% | +4.8% |
| 6M | +13.2% | +32.1% | -18.9% | +5.3% |
| YTD | +46.7% | +64.3% | -17.6% | +29.9% |
| 1Y | +46.6% | +24.3% | +22.3% | +34.5% |
| 3Y | +69.6% | +203.2% | -133.7% | +20.2% |
| 5Y | +166.5% | +290.4% | -123.9% | +70.0% |
| All | +176.5% | +666.7% | -490.3% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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