+10.8%
XLI vs PL
+8.6%
+2.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +14.5% | -10.7% | +2.9% |
| 7D | -0.5% | +10.9% | -11.4% | -1.2% |
| 30D | -0.2% | -16.4% | +16.1% | +0.5% |
| 3M | -8.6% | -39.9% | +31.4% | -6.3% |
| 6M | -2.0% | -63.2% | +61.2% | +2.3% |
| YTD | +9.7% | -27.1% | +36.9% | +9.5% |
| All | +10.8% | +8.6% | +2.2% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling