+17.9%
PM vs XLU
+3.1%
+14.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +4.7% | -1.6% | +6.3% | +5.5% |
| 30D | +2.6% | -3.3% | +5.9% | +4.3% |
| 3M | +6.6% | -3.2% | +9.7% | +8.3% |
| 6M | +16.5% | -7.0% | +23.5% | +20.1% |
| YTD | +21.2% | +0.6% | +20.5% | +23.6% |
| 1Y | +17.9% | +2.4% | +15.5% | +23.5% |
| All | +17.9% | +3.1% | +14.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling