+210.9%
PM vs XLY
+220.9%
-9.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +4.7% | -1.7% | +6.4% | +5.3% |
| 30D | +2.6% | -4.2% | +6.8% | +4.0% |
| 3M | +6.6% | -2.7% | +9.2% | +7.3% |
| 6M | +16.5% | -0.6% | +17.1% | +16.1% |
| YTD | +21.2% | -5.0% | +26.2% | +22.6% |
| 1Y | +17.9% | -4.1% | +22.0% | +18.6% |
| 3Y | +129.8% | +33.6% | +96.2% | +98.2% |
| 5Y | +133.0% | +28.7% | +104.3% | +98.2% |
| All | +210.9% | +220.9% | -9.9% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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