+177.8%
XLE vs PG
+121.7%
+56.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | +6.7% | +0.8% | +5.9% | +6.4% |
| 3M | +14.9% | -1.3% | +16.2% | +15.1% |
| 6M | +15.9% | -3.8% | +19.7% | +16.7% |
| YTD | +47.7% | +3.6% | +44.1% | +44.7% |
| 1Y | +50.7% | -5.7% | +56.5% | +52.3% |
| 3Y | +57.9% | +1.6% | +56.3% | +52.9% |
| 5Y | +227.0% | +14.6% | +212.4% | +194.7% |
| All | +177.8% | +121.7% | +56.1% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling