+272.5%
PM vs XRT
+136.4%
+136.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.5% | +1.7% | -1.2% | +0.1% |
| 30D | -3.2% | +7.5% | -10.7% | -5.0% |
| 3M | +6.2% | +2.2% | +4.0% | +5.5% |
| 6M | +7.7% | +14.7% | -7.0% | +3.9% |
| YTD | +27.3% | +7.5% | +19.8% | +24.4% |
| 1Y | +32.8% | +14.1% | +18.7% | +27.8% |
| 3Y | +150.0% | +58.8% | +91.2% | +114.4% |
| 5Y | +164.2% | -3.9% | +168.2% | +159.4% |
| All | +272.5% | +136.4% | +136.1% | +120.6% |
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