+843.8%
PM vs XLB
+296.9%
+546.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -5.2% | -1.5% | -3.7% | -4.6% |
| 30D | +2.7% | +6.1% | -3.4% | 0.0% |
| 3M | +6.1% | 0.0% | +6.1% | +6.0% |
| 6M | +18.0% | 0.0% | +18.1% | +17.6% |
| YTD | +26.6% | +16.0% | +10.6% | +17.6% |
| 1Y | +36.7% | +24.7% | +11.9% | +22.7% |
| 3Y | +146.0% | +40.4% | +105.6% | +105.6% |
| 5Y | +164.1% | +30.7% | +133.4% | +125.3% |
| 10Y | +238.8% | +173.3% | +65.5% | +100.2% |
| All | +843.8% | +296.9% | +546.8% | +313.0% |
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