+466.8%
XLV vs PSX
+1,160.7%
-693.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | +1.7% | -5.3% | -3.9% |
| 30D | -1.8% | +15.6% | -17.5% | -4.5% |
| 3M | +7.8% | +46.5% | -38.7% | +0.1% |
| 6M | +9.1% | +55.0% | -45.9% | -0.2% |
| YTD | +7.7% | +105.3% | -97.6% | -6.9% |
| 1Y | +20.4% | +101.6% | -81.2% | +4.2% |
| 3Y | +30.8% | +134.1% | -103.4% | +7.7% |
| 5Y | +34.6% | +368.7% | -334.1% | -7.3% |
| 10Y | +173.4% | +384.1% | -210.7% | +73.1% |
| All | +466.8% | +1,160.7% | -693.9% | +215.6% |
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