+211.8%
PM vs XHB
+202.9%
+8.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | -0.2% | -8.3% | +8.2% | +2.2% |
| 3M | +4.9% | -7.1% | +12.1% | +6.7% |
| 6M | +9.0% | -5.3% | +14.3% | +9.9% |
| YTD | +17.8% | -3.2% | +21.0% | +17.7% |
| 1Y | +16.8% | -13.9% | +30.7% | +20.6% |
| 3Y | +125.4% | +24.9% | +100.5% | +97.2% |
| 5Y | +128.7% | +34.5% | +94.2% | +89.8% |
| 10Y | +211.8% | +215.5% | -3.6% | +82.2% |
| All | +211.8% | +202.9% | +8.9% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling