+225.7%
XLE vs PSX
+349.1%
-123.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.1% |
| 7D | 0.0% | +2.8% | -2.8% | -1.7% |
| 30D | +12.6% | +27.8% | -15.1% | -3.5% |
| 3M | +11.8% | +42.0% | -30.2% | -10.6% |
| 6M | +16.1% | +58.1% | -42.0% | -13.6% |
| YTD | +46.9% | +105.0% | -58.2% | -7.5% |
| 1Y | +53.3% | +104.9% | -51.7% | -3.9% |
| 3Y | +54.9% | +134.1% | -79.1% | -14.6% |
| 5Y | +225.7% | +363.8% | -138.1% | +9.4% |
| All | +225.7% | +349.1% | -123.4% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling