+86.3%
XLI vs PL
+81.7%
+4.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +1.0% | -7.5% | +8.5% | +1.6% |
| 30D | -5.8% | -25.6% | +19.8% | -3.7% |
| 3M | +0.7% | -45.6% | +46.3% | +5.1% |
| 6M | +3.2% | -29.5% | +32.7% | +4.0% |
| YTD | +13.0% | -9.7% | +22.7% | +11.0% |
| 1Y | +16.8% | +84.4% | -67.6% | +6.9% |
| 3Y | +72.4% | +550.0% | -477.6% | +31.8% |
| 5Y | +82.8% | +79.0% | +3.8% | +45.9% |
| All | +86.3% | +81.7% | +4.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling