+26.8%
PL vs XME
+137.7%
-110.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.4% | +7.0% | +7.4% |
| 7D | -6.8% | -4.5% | -2.4% | -2.5% |
| 30D | -29.3% | -10.9% | -18.4% | -21.1% |
| 3M | -44.8% | -15.3% | -29.5% | -35.7% |
| 6M | -68.4% | -24.6% | -43.8% | -58.3% |
| YTD | -36.4% | -9.6% | -26.7% | -27.4% |
| 1Y | +0.7% | +2.9% | -2.2% | +4.7% |
| 3Y | +455.3% | +86.9% | +368.4% | +286.3% |
| 5Y | +22.7% | +115.2% | -92.5% | -17.1% |
| All | +26.8% | +137.7% | -110.9% | -14.1% |
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