+176.5%
XLE vs PSX
+364.5%
-188.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.4% |
| 7D | +4.4% | +6.4% | -2.0% | 0.0% |
| 30D | -4.3% | -10.2% | +5.9% | +2.7% |
| 3M | +6.0% | +17.2% | -11.1% | -5.5% |
| 6M | +13.2% | +51.8% | -38.5% | -16.0% |
| YTD | +46.7% | +108.0% | -61.3% | -13.3% |
| 1Y | +46.6% | +96.1% | -49.5% | -10.0% |
| 3Y | +69.6% | +155.9% | -86.3% | -17.5% |
| 5Y | +166.5% | +306.9% | -140.4% | -10.0% |
| All | +176.5% | +364.5% | -188.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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