+763.1%
PM vs XME
+115.9%
+647.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -3.4% | +6.0% | -9.4% | -4.7% |
| 3M | +5.2% | -7.7% | +12.9% | +6.2% |
| 6M | +3.7% | +1.0% | +2.8% | +2.4% |
| YTD | +15.8% | +14.6% | +1.1% | +10.8% |
| 1Y | +17.4% | +46.0% | -28.6% | +6.1% |
| 3Y | +116.9% | +127.0% | -10.1% | +74.5% |
| 5Y | +117.3% | +175.8% | -58.5% | +63.5% |
| 10Y | +193.8% | +414.6% | -220.9% | +81.7% |
| All | +763.1% | +115.9% | +647.2% | +389.7% |
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