+43.7%
XLP vs PSX
+132.6%
-88.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.1% | -0.5% |
| 7D | +3.5% | -9.7% | +13.2% | +4.1% |
| 30D | +11.6% | -8.4% | +20.0% | +12.0% |
| 3M | +7.6% | +22.6% | -15.0% | +6.1% |
| 6M | +10.0% | +38.8% | -28.7% | +7.5% |
| YTD | +19.7% | +95.5% | -75.7% | +13.8% |
| 1Y | +23.5% | +87.1% | -63.7% | +17.7% |
| All | +43.7% | +132.6% | -88.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling