+1.0%
XLI vs PSX
+57.2%
-56.1%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.4% |
| 7D | -0.6% | +1.8% | -2.4% | -0.2% |
| 30D | -6.9% | +21.6% | -28.6% | -2.8% |
| 3M | -1.9% | +46.5% | -48.4% | +7.4% |
| 6M | +1.0% | +62.0% | -61.0% | +13.5% |
| All | +1.0% | +57.2% | -56.1% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling