+72.4%
XLI vs PM
+124.9%
-52.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | +1.0% | -1.3% | +2.3% | +1.0% |
| 30D | -5.8% | -2.6% | -3.3% | -5.7% |
| 3M | +0.7% | +5.8% | -5.1% | +0.2% |
| 6M | +3.2% | +10.6% | -7.4% | +2.2% |
| YTD | +13.0% | +17.2% | -4.1% | +11.5% |
| 1Y | +16.8% | +17.6% | -0.8% | +15.1% |
| 3Y | +72.4% | +124.3% | -51.8% | +49.8% |
| All | +72.4% | +124.9% | -52.5% | +49.8% |
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