+143.2%
PM vs XME
+101.1%
+42.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.2% |
| 7D | -7.3% | +0.9% | -8.2% | -7.2% |
| 30D | -4.0% | -7.3% | +3.3% | -4.2% |
| 3M | +2.7% | -14.8% | +17.5% | +2.3% |
| 6M | +14.9% | -18.4% | +33.2% | +14.6% |
| YTD | +23.5% | -4.7% | +28.2% | +23.0% |
| 1Y | +30.4% | +5.7% | +24.7% | +29.7% |
| 3Y | +143.2% | +104.0% | +39.3% | +123.1% |
| All | +143.2% | +101.1% | +42.2% | +123.1% |
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