+87.3%
XLI vs PL
+84.9%
+2.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.1% | -9.3% | +8.3% | -0.3% |
| 30D | -5.9% | -18.9% | +13.0% | -4.5% |
| 3M | -0.3% | -58.4% | +58.1% | +6.0% |
| 6M | +0.1% | -30.3% | +30.4% | +1.0% |
| YTD | +13.6% | -8.1% | +21.7% | +11.4% |
| 1Y | +17.2% | +180.5% | -163.3% | +2.6% |
| 3Y | +68.2% | +444.1% | -375.9% | +30.6% |
| 5Y | +80.7% | +83.0% | -2.3% | +44.0% |
| All | +87.3% | +84.9% | +2.4% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling