+9.1%
XLF vs PSX
+101.0%
-91.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | 0.0% | +4.5% | -4.5% | 0.0% |
| 30D | +0.2% | +26.6% | -26.4% | +0.1% |
| 3M | +11.7% | +39.3% | -27.6% | +11.5% |
| 6M | +13.8% | +56.8% | -43.0% | +12.6% |
| YTD | +7.0% | +101.8% | -94.8% | +2.8% |
| 1Y | +9.1% | +99.6% | -90.5% | +4.4% |
| All | +9.1% | +101.0% | -91.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling