+226.0%
XLE vs PG
+12.8%
+213.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.5% | -2.7% | +3.2% | +0.6% |
| 30D | +6.6% | -1.5% | +8.1% | +6.7% |
| 3M | +12.3% | -3.4% | +15.6% | +12.5% |
| 6M | +18.4% | -7.0% | +25.4% | +19.2% |
| YTD | +47.2% | +2.0% | +45.2% | +46.5% |
| 1Y | +50.3% | -6.5% | +56.7% | +50.9% |
| 3Y | +55.3% | +1.2% | +54.1% | +53.9% |
| 5Y | +226.0% | +12.8% | +213.2% | +210.0% |
| All | +226.0% | +12.8% | +213.1% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling