+71.5%
XLI vs PM
+158.3%
-86.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -1.5% | -6.6% | +5.1% | -0.5% |
| 30D | -0.3% | -3.4% | +3.1% | +0.2% |
| 3M | -8.4% | +5.3% | -13.7% | -9.2% |
| 6M | -2.1% | +15.5% | -17.6% | -4.9% |
| YTD | +9.6% | +24.3% | -14.6% | +4.6% |
| 1Y | +10.7% | +29.7% | -19.0% | +4.7% |
| 3Y | +71.6% | +144.9% | -73.3% | +29.8% |
| All | +71.5% | +158.3% | -86.8% | +24.8% |
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 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