+44.1%
PL vs XME
+145.7%
-101.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +1.1% |
| 7D | +5.6% | -0.2% | +5.8% | +6.7% |
| 30D | -16.9% | -9.2% | -7.8% | -8.5% |
| 3M | -38.2% | -17.8% | -20.5% | -25.9% |
| 6M | -63.4% | -20.0% | -43.4% | -54.1% |
| YTD | -27.6% | -6.6% | -21.1% | -19.6% |
| 1Y | +6.6% | +1.8% | +4.8% | +11.7% |
| 3Y | +557.6% | +98.7% | +458.9% | +338.8% |
| 5Y | +39.5% | +123.9% | -84.4% | -8.2% |
| All | +44.1% | +145.7% | -101.6% | -4.9% |
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