-68.4%
PL vs XME
-23.0%
-45.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.4% | +7.0% | +6.1% |
| 7D | -6.8% | -4.5% | -2.4% | -0.9% |
| 30D | -29.3% | -10.9% | -18.4% | -17.8% |
| 3M | -44.8% | -15.3% | -29.5% | -32.9% |
| 6M | -68.4% | -24.6% | -43.8% | -49.8% |
| All | -68.4% | -23.0% | -45.4% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling