+516.5%
PL vs XME
+93.2%
+423.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | +1.3% |
| 7D | +10.0% | +0.3% | +9.7% | +10.1% |
| 30D | -2.3% | -6.1% | +3.9% | +6.7% |
| 3M | -44.2% | -18.6% | -25.6% | -27.9% |
| 6M | -66.1% | -23.9% | -42.2% | -51.4% |
| YTD | -30.0% | -9.3% | -20.6% | -19.2% |
| 1Y | +21.0% | +1.8% | +19.3% | +22.6% |
| 3Y | +516.5% | +93.0% | +423.5% | +165.5% |
| All | +516.5% | +93.2% | +423.4% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling