+148.7%
XLK vs PG
+14.0%
+134.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -0.6% | +0.8% | -1.5% | -0.8% |
| 3M | +2.6% | -1.3% | +3.9% | +2.6% |
| 6M | +34.0% | -3.8% | +37.8% | +34.6% |
| YTD | +30.7% | +3.6% | +27.0% | +28.7% |
| 1Y | +39.2% | -5.7% | +44.9% | +40.3% |
| 3Y | +120.4% | +1.6% | +118.8% | +110.0% |
| All | +148.7% | +14.0% | +134.7% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling