+67.4%
XLI vs PL
+455.3%
-387.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -0.6% |
| 7D | -2.8% | -6.8% | +4.0% | -2.4% |
| 30D | -3.1% | -29.3% | +26.2% | -0.8% |
| 3M | -11.7% | -44.8% | +33.0% | -8.3% |
| 6M | -7.6% | -68.4% | +60.8% | -1.0% |
| YTD | +5.7% | -36.4% | +42.1% | +6.3% |
| 1Y | +7.8% | +0.7% | +7.1% | +4.1% |
| 3Y | +67.4% | +455.3% | -387.9% | +29.6% |
| All | +67.4% | +455.3% | -387.9% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling