+12.3%
XLI vs PR
+87.5%
-75.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.5% | -1.7% |
| 7D | +0.6% | -12.1% | +12.7% | -0.6% |
| 30D | -0.4% | +0.9% | -1.3% | -0.2% |
| 3M | -8.8% | +10.1% | -19.0% | -7.8% |
| 6M | -0.4% | +1.1% | -1.5% | +0.8% |
| YTD | +10.1% | +63.7% | -53.5% | +8.9% |
| 1Y | +12.3% | +87.0% | -74.7% | +10.5% |
| All | +12.3% | +87.5% | -75.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling