+763.1%
PM vs XLB
+298.8%
+464.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | -4.9% | -1.4% | -3.5% | -4.3% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | +5.2% | +2.0% | +3.2% | +4.0% |
| 6M | +3.7% | +1.8% | +1.9% | +2.5% |
| YTD | +15.8% | +16.6% | -0.8% | +7.3% |
| 1Y | +17.4% | +16.9% | +0.4% | +8.5% |
| 3Y | +116.9% | +32.6% | +84.4% | +86.4% |
| 5Y | +117.3% | +35.6% | +81.7% | +82.2% |
| 10Y | +193.8% | +160.0% | +33.7% | +77.5% |
| All | +763.1% | +298.8% | +464.3% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling