+116.1%
PG vs XME
+421.4%
-305.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -0.8% | -4.2% | +3.4% | -0.4% |
| 30D | +0.8% | -2.7% | +3.5% | +1.1% |
| 3M | -1.3% | -3.9% | +2.6% | -1.1% |
| 6M | -3.8% | -1.0% | -2.8% | -4.2% |
| YTD | +3.6% | +9.8% | -6.2% | +1.7% |
| 1Y | -5.7% | +32.5% | -38.3% | -10.0% |
| 3Y | +1.6% | +124.3% | -122.8% | -11.0% |
| 5Y | +14.6% | +165.8% | -151.2% | -4.1% |
| All | +116.1% | +421.4% | -305.2% | +47.5% |
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 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