+71.4%
XLI vs PM
+144.4%
-73.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.5% | -6.6% | +5.1% | -1.2% |
| 30D | -0.3% | -3.4% | +3.1% | -0.1% |
| 3M | -8.4% | +5.3% | -13.7% | -8.5% |
| 6M | -2.1% | +15.5% | -17.6% | -2.9% |
| YTD | +9.6% | +24.3% | -14.6% | +8.3% |
| 1Y | +10.7% | +29.7% | -19.0% | +9.0% |
| All | +71.4% | +144.4% | -73.0% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling