+848.9%
PM vs XLU
+357.2%
+491.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +0.9% |
| 7D | +0.5% | +2.1% | -1.6% | -0.7% |
| 30D | -3.2% | +5.6% | -8.8% | -6.3% |
| 3M | +6.2% | +0.7% | +5.5% | +5.6% |
| 6M | +7.7% | -0.1% | +7.7% | +7.5% |
| YTD | +27.3% | +5.3% | +22.0% | +23.0% |
| 1Y | +32.8% | +2.2% | +30.6% | +30.5% |
| 3Y | +150.0% | +61.6% | +88.4% | +83.6% |
| 5Y | +164.2% | +53.6% | +110.7% | +96.5% |
| 10Y | +265.7% | +162.3% | +103.4% | +87.7% |
| All | +848.9% | +357.2% | +491.7% | +222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling