+598.0%
XLI vs PM
+752.6%
-154.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.3% |
| 7D | -1.1% | -4.9% | +3.8% | +1.1% |
| 30D | -5.9% | -3.4% | -2.6% | -4.7% |
| 3M | -0.3% | +5.2% | -5.4% | -3.2% |
| 6M | +0.1% | +3.7% | -3.6% | -3.0% |
| YTD | +13.6% | +15.8% | -2.2% | +4.3% |
| 1Y | +17.2% | +17.4% | -0.2% | +6.2% |
| 3Y | +68.2% | +116.9% | -48.7% | +8.9% |
| 5Y | +80.7% | +117.3% | -36.6% | +14.8% |
| 10Y | +253.3% | +193.8% | +59.5% | +80.0% |
| All | +598.0% | +752.6% | -154.6% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling