+253.9%
XLI vs PM
+219.2%
+34.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -1.7% | +4.7% | -6.3% | -3.1% |
| 30D | -7.3% | +2.6% | -9.9% | -8.2% |
| 3M | -1.3% | +6.6% | -7.9% | -3.9% |
| 6M | +2.2% | +16.5% | -14.3% | -4.0% |
| YTD | +11.7% | +21.2% | -9.5% | +3.1% |
| 1Y | +14.3% | +17.9% | -3.7% | +6.1% |
| 3Y | +70.3% | +129.8% | -59.5% | +17.2% |
| 5Y | +82.3% | +133.0% | -50.7% | +22.9% |
| All | +253.9% | +219.2% | +34.7% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling