+13.4%
PM vs XE
-36.4%
+49.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.1% | -6.9% | +1.6% |
| 7D | -1.3% | +4.0% | -5.3% | -1.1% |
| 30D | -2.6% | -15.5% | +12.9% | -3.3% |
| 3M | +5.8% | -14.6% | +20.4% | +6.8% |
| All | +13.4% | -36.4% | +49.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling