+80.9%
XLI vs PL
+46.6%
+34.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +14.5% | -10.7% | +2.7% |
| 7D | -0.5% | +10.9% | -11.4% | -1.4% |
| 30D | -0.2% | -16.4% | +16.1% | +0.9% |
| 3M | -8.6% | -39.9% | +31.4% | -5.2% |
| 6M | -2.0% | -63.2% | +61.2% | +4.6% |
| YTD | +9.7% | -27.1% | +36.9% | +9.2% |
| 1Y | +11.4% | +12.2% | -0.8% | +6.2% |
| 3Y | +74.2% | +584.3% | -510.1% | +31.9% |
| 5Y | +70.0% | +37.0% | +33.0% | +39.3% |
| All | +80.9% | +46.6% | +34.3% | +46.2% |
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