+70.0%
XLE vs PG
+21.4%
+48.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | +5.4% | +2.7% | +2.8% | +5.5% |
| 30D | -3.9% | +9.2% | -13.1% | -3.9% |
| 3M | +7.0% | +18.5% | -11.5% | +7.1% |
| 6M | +14.2% | +21.1% | -6.9% | +14.3% |
| YTD | +48.2% | +21.9% | +26.2% | +47.7% |
| 1Y | +47.7% | +18.1% | +29.6% | +47.6% |
| 3Y | +70.0% | +20.6% | +49.4% | +69.5% |
| All | +70.0% | +21.4% | +48.6% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling