+13.4%
PG vs XLI
+80.9%
-67.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | +0.8% | -7.3% | +8.1% | +3.0% |
| 3M | -1.3% | -1.3% | 0.0% | -1.2% |
| 6M | -3.8% | +2.2% | -6.1% | -4.8% |
| YTD | +3.6% | +11.7% | -8.1% | -0.3% |
| 1Y | -5.7% | +14.3% | -20.0% | -10.0% |
| 3Y | +1.6% | +70.3% | -68.8% | -17.7% |
| All | +13.4% | +80.9% | -67.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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