+146.0%
PM vs XLC
+60.5%
+85.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -5.2% | +4.9% | -10.1% | -5.9% |
| 30D | +2.7% | -5.8% | +8.5% | +3.6% |
| 3M | +6.1% | -5.4% | +11.6% | +7.0% |
| 6M | +18.0% | -10.2% | +28.2% | +19.7% |
| YTD | +26.6% | -10.2% | +36.7% | +28.3% |
| 1Y | +36.7% | -5.6% | +42.3% | +37.7% |
| 3Y | +146.0% | +61.0% | +85.0% | +116.8% |
| All | +146.0% | +60.5% | +85.5% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling