+80.9%
XLI vs PM
+127.1%
-46.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | -6.9% | -0.2% | -6.8% | -7.0% |
| 3M | -1.9% | +4.9% | -6.8% | -3.0% |
| 6M | +1.0% | +9.0% | -8.0% | -1.1% |
| YTD | +11.3% | +17.8% | -6.5% | +7.1% |
| 1Y | +15.8% | +16.8% | -1.0% | +11.5% |
| 3Y | +69.8% | +125.4% | -55.6% | +30.6% |
| 5Y | +80.9% | +128.7% | -47.8% | +36.1% |
| All | +80.9% | +127.1% | -46.3% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling