+82.3%
PL vs XME
+176.2%
-93.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -9.3% | -0.1% | -9.2% | -9.1% |
| 30D | -18.9% | +6.0% | -24.9% | -23.6% |
| 3M | -58.4% | -7.7% | -50.6% | -54.3% |
| 6M | -30.3% | +1.0% | -31.3% | -29.7% |
| YTD | -8.1% | +14.6% | -22.7% | -16.9% |
| 1Y | +180.5% | +46.0% | +134.5% | +107.2% |
| 3Y | +444.1% | +127.0% | +317.1% | +188.2% |
| All | +82.3% | +176.2% | -93.9% | -15.2% |
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