+12.3%
XLI vs PM
+48.8%
-36.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.1% |
| 7D | +0.6% | +4.3% | -3.7% | +0.6% |
| 30D | -0.4% | +11.5% | -11.9% | -0.4% |
| 3M | -8.8% | +13.0% | -21.9% | -8.9% |
| 6M | -0.4% | +25.9% | -26.3% | -1.4% |
| YTD | +10.1% | +34.0% | -23.9% | +8.5% |
| 1Y | +12.3% | +46.9% | -34.6% | +10.1% |
| All | +12.3% | +48.8% | -36.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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