+272.5%
PM vs XLB
+163.6%
+108.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.2% |
| 30D | -3.2% | +5.2% | -8.4% | -5.6% |
| 3M | +6.2% | +0.3% | +5.9% | +5.9% |
| 6M | +7.7% | +1.2% | +6.5% | +6.6% |
| YTD | +27.3% | +16.6% | +10.6% | +17.1% |
| 1Y | +32.8% | +21.4% | +11.3% | +19.6% |
| 3Y | +150.0% | +43.2% | +106.8% | +102.0% |
| 5Y | +164.2% | +28.0% | +136.2% | +123.7% |
| All | +272.5% | +163.6% | +108.9% | +120.4% |
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