+268.3%
XLP vs PSX
+1,139.4%
-871.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | +4.5% | -5.6% | -1.6% |
| 30D | -0.9% | +26.6% | -27.5% | -4.2% |
| 3M | +3.8% | +39.3% | -35.5% | -1.2% |
| 6M | -1.7% | +56.8% | -58.6% | -8.3% |
| YTD | +10.3% | +101.8% | -91.6% | -1.0% |
| 1Y | +7.8% | +99.6% | -91.8% | -3.2% |
| 3Y | +27.2% | +140.3% | -113.1% | +9.3% |
| 5Y | +32.5% | +339.3% | -306.8% | +0.8% |
| 10Y | +101.8% | +369.9% | -268.1% | +42.1% |
| All | +268.3% | +1,139.4% | -871.2% | +126.9% |
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 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