+497.3%
XLY vs PSX
+1,160.7%
-663.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | +1.7% | -3.4% | -2.1% |
| 30D | -4.2% | +15.6% | -19.8% | -7.6% |
| 3M | -2.7% | +46.5% | -49.1% | -11.9% |
| 6M | -0.6% | +55.0% | -55.6% | -11.9% |
| YTD | -5.0% | +105.3% | -110.3% | -22.1% |
| 1Y | -4.1% | +101.6% | -105.7% | -21.2% |
| 3Y | +33.6% | +134.1% | -100.5% | +3.5% |
| 5Y | +28.7% | +368.7% | -340.0% | -19.9% |
| 10Y | +219.6% | +384.1% | -164.5% | +82.2% |
| All | +497.3% | +1,160.7% | -663.4% | +180.1% |
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