+234.7%
PM vs XLB
+173.6%
+61.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.3% |
| 7D | -7.3% | -1.4% | -5.9% | -6.7% |
| 30D | -4.0% | +7.1% | -11.1% | -7.2% |
| 3M | +2.7% | +0.6% | +2.1% | +2.3% |
| 6M | +14.9% | +3.5% | +11.4% | +12.5% |
| YTD | +23.5% | +18.2% | +5.3% | +12.9% |
| 1Y | +30.4% | +25.6% | +4.8% | +15.5% |
| 3Y | +143.2% | +46.7% | +96.6% | +94.2% |
| 5Y | +159.5% | +30.9% | +128.6% | +117.2% |
| 10Y | +234.7% | +167.7% | +66.9% | +94.3% |
| All | +234.7% | +173.6% | +61.1% | +94.3% |
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