+48.3%
XLE vs PG
-4.9%
+53.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | +2.2% | +1.9% | +0.4% | +2.4% |
| 30D | +11.8% | -0.2% | +12.0% | +11.7% |
| 3M | +9.8% | +4.8% | +5.0% | +10.6% |
| 6M | +15.6% | -6.1% | +21.7% | +17.5% |
| YTD | +45.3% | +4.5% | +40.8% | +43.9% |
| 1Y | +48.3% | -5.3% | +53.6% | +47.4% |
| All | +48.3% | -4.9% | +53.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling