+576.6%
XLI vs PM
+826.5%
-249.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +4.3% | -2.4% | +6.7% | +5.3% |
| 30D | +0.5% | -1.3% | +1.8% | +0.8% |
| 3M | -8.6% | +6.5% | -15.1% | -11.5% |
| 6M | -2.3% | +7.0% | -9.3% | -6.3% |
| YTD | +10.1% | +25.8% | -15.7% | -2.8% |
| 1Y | +11.0% | +30.9% | -19.9% | -4.0% |
| 3Y | +72.3% | +148.0% | -75.7% | +4.6% |
| 5Y | +70.8% | +161.2% | -90.3% | -0.9% |
| 10Y | +228.7% | +261.5% | -32.7% | +50.2% |
| All | +576.6% | +826.5% | -249.9% | +60.4% |
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