+194.0%
XLE vs PSX
+1,093.9%
-899.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -12.0% | -13.1% | +1.1% | -3.7% |
| 30D | -2.7% | -9.5% | +6.8% | +3.4% |
| 3M | +6.6% | +20.2% | -13.6% | -5.8% |
| 6M | +9.5% | +44.9% | -35.4% | -14.4% |
| YTD | +40.6% | +94.4% | -53.9% | -9.8% |
| 1Y | +43.6% | +83.1% | -39.5% | -4.4% |
| 3Y | +58.1% | +132.2% | -74.1% | -12.9% |
| 5Y | +152.2% | +278.8% | -126.7% | -1.0% |
| 10Y | +172.9% | +354.2% | -181.2% | -7.7% |
| All | +194.0% | +1,093.9% | -899.9% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling