+1,047.3%
XLE vs PG
+704.2%
+343.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +5.4% | +2.7% | +2.8% | +4.4% |
| 30D | -3.9% | +9.2% | -13.1% | -7.2% |
| 3M | +7.0% | +18.5% | -11.5% | +0.3% |
| 6M | +14.2% | +21.1% | -6.9% | +5.8% |
| YTD | +48.2% | +21.9% | +26.2% | +36.1% |
| 1Y | +47.7% | +18.1% | +29.6% | +37.2% |
| 3Y | +70.0% | +20.6% | +49.4% | +54.3% |
| 5Y | +169.1% | +31.8% | +137.3% | +132.1% |
| 10Y | +180.7% | +166.5% | +14.3% | +80.1% |
| All | +1,047.3% | +704.2% | +343.1% | +473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling