+124.3%
PM vs XME
+136.1%
-11.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | -1.3% | +3.6% | -4.9% | -1.2% |
| 30D | -2.6% | +3.6% | -6.2% | -2.5% |
| 3M | +5.8% | +1.2% | +4.6% | +6.2% |
| 6M | +10.6% | +9.0% | +1.5% | +10.5% |
| YTD | +17.2% | +15.9% | +1.2% | +16.9% |
| 1Y | +17.6% | +43.2% | -25.5% | +16.6% |
| 3Y | +124.3% | +137.4% | -13.1% | +102.0% |
| All | +124.3% | +136.1% | -11.9% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling