+353.7%
PG vs XME
+231.2%
+122.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.8% |
| 7D | -2.7% | -3.0% | +0.4% | -2.3% |
| 30D | -1.5% | -2.6% | +1.1% | -1.3% |
| 3M | -3.4% | +2.2% | -5.5% | -4.0% |
| 6M | -7.0% | +0.7% | -7.7% | -7.7% |
| YTD | +2.0% | +10.9% | -8.9% | -0.6% |
| 1Y | -6.5% | +35.7% | -42.2% | -11.9% |
| 3Y | +1.2% | +127.1% | -126.0% | -13.4% |
| 5Y | +12.8% | +168.5% | -155.7% | -7.8% |
| 10Y | +117.7% | +416.9% | -299.3% | +51.5% |
| All | +353.7% | +231.2% | +122.5% | +185.5% |
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