+39.5%
PL vs XME
+118.5%
-79.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +1.3% |
| 7D | +5.6% | -0.2% | +5.8% | +6.7% |
| 30D | -16.9% | -9.2% | -7.8% | -7.5% |
| 3M | -38.2% | -17.8% | -20.5% | -24.5% |
| 6M | -63.4% | -20.0% | -43.4% | -53.1% |
| YTD | -27.6% | -6.6% | -21.1% | -19.4% |
| 1Y | +6.6% | +1.8% | +4.8% | +10.9% |
| 3Y | +557.6% | +98.7% | +458.9% | +297.0% |
| 5Y | +39.5% | +123.9% | -84.4% | -27.2% |
| All | +39.5% | +118.5% | -79.0% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling