+821.1%
PM vs XHB
+568.1%
+253.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -3.4% |
| 7D | -7.3% | +1.3% | -8.6% | -7.7% |
| 30D | -4.0% | +11.8% | -15.8% | -7.0% |
| 3M | +2.7% | -3.8% | +6.6% | +3.6% |
| 6M | +14.9% | +4.1% | +10.8% | +12.7% |
| YTD | +23.5% | +4.0% | +19.6% | +20.9% |
| 1Y | +30.4% | +1.6% | +28.8% | +28.3% |
| 3Y | +143.2% | +43.2% | +100.1% | +109.1% |
| 5Y | +159.5% | +35.8% | +123.6% | +121.8% |
| 10Y | +234.7% | +259.3% | -24.6% | +105.8% |
| All | +821.1% | +568.1% | +253.0% | +349.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling