+232.4%
PM vs XRT
+149.4%
+83.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | +2.7% | +7.9% | -5.3% | +0.8% |
| 3M | +6.1% | -0.2% | +6.3% | +6.1% |
| 6M | +18.0% | +5.6% | +12.4% | +16.2% |
| YTD | +26.6% | +5.7% | +20.9% | +24.4% |
| 1Y | +36.7% | +14.6% | +22.1% | +31.6% |
| 3Y | +146.0% | +50.7% | +95.3% | +114.6% |
| 5Y | +164.1% | -4.8% | +168.9% | +159.7% |
| All | +232.4% | +149.4% | +83.0% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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