+249.1%
PM vs XLC
+142.6%
+106.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -2.6% | +0.2% | -2.8% | -2.6% |
| 3M | +5.8% | +0.6% | +5.1% | +5.4% |
| 6M | +10.6% | -4.5% | +15.1% | +12.3% |
| YTD | +17.2% | -4.7% | +21.9% | +19.0% |
| 1Y | +17.6% | -1.7% | +19.3% | +17.9% |
| 3Y | +124.3% | +72.3% | +52.0% | +75.1% |
| 5Y | +125.1% | +37.8% | +87.3% | +95.6% |
| All | +249.1% | +142.6% | +106.5% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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