+123.4%
PM vs XLU
+48.9%
+74.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.5% |
| 30D | -0.2% | -0.4% | +0.3% | 0.0% |
| 3M | +4.9% | -1.7% | +6.6% | +5.8% |
| 6M | +9.0% | -7.1% | +16.2% | +12.7% |
| YTD | +17.8% | +1.9% | +15.8% | +16.9% |
| 1Y | +16.8% | +6.1% | +10.7% | +13.6% |
| All | +123.4% | +48.9% | +74.5% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling