+44.0%
XLP vs PSX
+306.7%
-262.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | +2.5% | +7.8% | -5.3% | +2.0% |
| 30D | +7.3% | -10.9% | +18.2% | +8.1% |
| 3M | +8.1% | +14.5% | -6.4% | +6.9% |
| 6M | +10.5% | +56.1% | -45.6% | +6.7% |
| YTD | +21.2% | +109.6% | -88.4% | +14.1% |
| 1Y | +22.7% | +95.5% | -72.8% | +16.2% |
| 3Y | +44.8% | +156.2% | -111.4% | +32.3% |
| All | +44.0% | +306.7% | -262.7% | +27.4% |
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