+202.7%
PAAS vs XME
+401.9%
-199.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.5% |
| 7D | +2.0% | +3.6% | -1.6% | -0.8% |
| 30D | -0.1% | +3.6% | -3.7% | -2.7% |
| 3M | +8.2% | +1.2% | +7.0% | +7.6% |
| 6M | -13.8% | +9.0% | -22.8% | -18.5% |
| YTD | -0.6% | +15.9% | -16.6% | -9.2% |
| 1Y | +44.0% | +43.2% | +0.8% | +13.2% |
| 3Y | +246.6% | +137.4% | +109.2% | +92.6% |
| 5Y | +116.1% | +185.0% | -69.0% | +3.8% |
| 10Y | +202.7% | +409.5% | -206.7% | -20.8% |
| All | +202.7% | +401.9% | -199.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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