+267.6%
PM vs XRT
+139.8%
+127.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.1% | -1.4% | -5.6% | -6.7% |
| 30D | -2.8% | +9.8% | -12.6% | -5.1% |
| 3M | +6.3% | +3.3% | +3.1% | +5.4% |
| 6M | +9.6% | +13.6% | -4.0% | +6.0% |
| YTD | +25.6% | +9.1% | +16.5% | +22.4% |
| 1Y | +29.7% | +15.1% | +14.6% | +24.5% |
| 3Y | +147.6% | +59.9% | +87.6% | +112.0% |
| 5Y | +160.1% | -1.7% | +161.8% | +153.7% |
| All | +267.6% | +139.8% | +127.8% | +116.9% |
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