+299.4%
PAAS vs XME
+242.3%
+57.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | +6.8% | +6.0% | +0.8% | +2.3% |
| 3M | -2.9% | -7.7% | +4.8% | +3.9% |
| 6M | -16.4% | +1.0% | -17.4% | -16.2% |
| YTD | 0.0% | +14.6% | -14.6% | -8.0% |
| 1Y | +54.3% | +46.0% | +8.4% | +18.6% |
| 3Y | +230.7% | +127.0% | +103.7% | +85.0% |
| 5Y | +111.6% | +175.8% | -64.2% | -1.1% |
| 10Y | +211.7% | +414.6% | -202.9% | -17.0% |
| All | +299.4% | +242.3% | +57.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling