+163.9%
XLE vs P
+691.2%
-527.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | -6.7% | -13.3% | +6.6% | -4.8% |
| 30D | -4.4% | -34.0% | +29.6% | +1.3% |
| 3M | +4.0% | +4.1% | -0.1% | +1.8% |
| 6M | +13.2% | +30.5% | -17.3% | +5.2% |
| YTD | +41.9% | +52.2% | -10.3% | +27.2% |
| 1Y | +41.6% | +10.3% | +31.4% | +32.6% |
| 3Y | +64.0% | +180.9% | -116.9% | +17.8% |
| 5Y | +158.1% | +259.7% | -101.6% | +67.1% |
| 10Y | +163.9% | +652.6% | -488.7% | +35.7% |
| All | +163.9% | +691.2% | -527.2% | +35.7% |
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