+211.8%
PM vs XLB
+158.8%
+53.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | -1.2% | -2.9% | +1.8% | +0.2% |
| 30D | -0.2% | -3.4% | +3.2% | +1.5% |
| 3M | +4.9% | +1.6% | +3.3% | +3.8% |
| 6M | +9.0% | +3.6% | +5.4% | +6.6% |
| YTD | +17.8% | +14.2% | +3.5% | +9.6% |
| 1Y | +16.8% | +15.6% | +1.2% | +7.9% |
| 3Y | +125.4% | +33.1% | +92.3% | +89.6% |
| 5Y | +128.7% | +35.0% | +93.6% | +87.3% |
| 10Y | +211.8% | +164.5% | +47.3% | +75.9% |
| All | +211.8% | +158.8% | +53.1% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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