+14.1%
XLI vs PM
+19.3%
-5.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.7% |
| 7D | -2.3% | +1.9% | -4.2% | -2.3% |
| 30D | -8.2% | +1.9% | -10.1% | -8.1% |
| 3M | +0.8% | +4.6% | -3.8% | +0.8% |
| 6M | +0.8% | +11.7% | -10.8% | +0.3% |
| YTD | +10.5% | +20.4% | -9.8% | +10.6% |
| 1Y | +14.1% | +19.0% | -4.8% | +14.2% |
| All | +14.1% | +19.3% | -5.2% | +14.2% |
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