+253.9%
XLI vs PSX
+386.4%
-132.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | -7.3% | +15.6% | -22.9% | -11.5% |
| 3M | -1.3% | +46.5% | -47.8% | -13.0% |
| 6M | +2.2% | +55.0% | -52.8% | -12.2% |
| YTD | +11.7% | +105.3% | -93.6% | -13.1% |
| 1Y | +14.3% | +101.6% | -87.3% | -10.9% |
| 3Y | +70.3% | +134.1% | -63.8% | +22.8% |
| 5Y | +82.3% | +368.7% | -286.4% | -2.7% |
| All | +253.9% | +386.4% | -132.5% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling