+552.6%
PG vs XLI
+1,088.6%
-536.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -2.3% | -0.4% | -1.8% |
| 30D | -1.5% | -8.2% | +6.6% | +1.9% |
| 3M | -3.4% | +0.8% | -4.1% | -3.9% |
| 6M | -7.0% | +0.8% | -7.8% | -7.7% |
| YTD | +2.0% | +10.5% | -8.5% | -2.6% |
| 1Y | -6.5% | +14.1% | -20.6% | -12.0% |
| 3Y | +1.2% | +68.6% | -67.4% | -20.1% |
| 5Y | +12.8% | +80.4% | -67.6% | -14.1% |
| 10Y | +117.7% | +254.6% | -137.0% | +21.0% |
| All | +552.6% | +1,088.6% | -536.1% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling