+211.8%
PM vs XME
+412.4%
-200.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -0.2% | +1.4% | -1.6% | -0.6% |
| 3M | +4.9% | +2.7% | +2.2% | +3.9% |
| 6M | +9.0% | +6.5% | +2.5% | +6.5% |
| YTD | +17.8% | +15.2% | +2.6% | +12.5% |
| 1Y | +16.8% | +43.5% | -26.7% | +5.3% |
| 3Y | +125.4% | +135.9% | -10.4% | +75.1% |
| 5Y | +128.7% | +181.5% | -52.8% | +63.5% |
| 10Y | +211.8% | +436.9% | -225.0% | +59.9% |
| All | +211.8% | +412.4% | -200.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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