+270.2%
PM vs XLC
+135.2%
+135.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -6.6% | +6.2% | -12.9% | -8.8% |
| 30D | -3.4% | -2.4% | -1.1% | -2.7% |
| 3M | +5.3% | -3.3% | +8.7% | +6.5% |
| 6M | +15.5% | -7.3% | +22.8% | +18.4% |
| YTD | +24.3% | -7.6% | +31.9% | +27.4% |
| 1Y | +29.7% | -3.7% | +33.4% | +30.8% |
| 3Y | +144.9% | +62.9% | +82.0% | +95.3% |
| 5Y | +159.0% | +41.6% | +117.4% | +119.7% |
| All | +270.2% | +135.2% | +135.0% | +108.9% |
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