+826.4%
PM vs XME
+76.0%
+750.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -6.6% | -0.2% | -6.5% | -6.7% |
| 30D | -3.4% | -9.2% | +5.7% | -1.8% |
| 3M | +5.3% | -17.8% | +23.1% | +9.0% |
| 6M | +15.5% | -20.0% | +35.6% | +19.4% |
| YTD | +24.3% | -6.6% | +30.8% | +23.5% |
| 1Y | +29.7% | +1.8% | +27.9% | +26.3% |
| 3Y | +144.9% | +98.7% | +46.2% | +101.3% |
| 5Y | +159.0% | +123.9% | +35.1% | +102.8% |
| 10Y | +250.9% | +277.9% | -26.9% | +130.7% |
| All | +826.4% | +76.0% | +750.5% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling