+300.2%
XLU vs PSX
+1,167.1%
-866.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +0.6% | +1.8% | -1.2% | +0.4% |
| 30D | -0.4% | +21.6% | -22.1% | -3.3% |
| 3M | -1.7% | +46.5% | -48.2% | -7.3% |
| 6M | -7.1% | +62.0% | -69.1% | -14.0% |
| YTD | +1.9% | +106.3% | -104.4% | -9.2% |
| 1Y | +6.1% | +103.0% | -96.9% | -5.4% |
| 3Y | +48.8% | +135.5% | -86.8% | +27.5% |
| 5Y | +43.8% | +368.5% | -324.7% | +7.6% |
| 10Y | +143.2% | +386.6% | -243.4% | +67.6% |
| All | +300.2% | +1,167.1% | -866.9% | +154.2% |
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