+234.7%
PM vs XRT
+163.3%
+71.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -3.3% |
| 7D | -7.3% | +2.5% | -9.8% | -7.9% |
| 30D | -4.0% | +10.3% | -14.3% | -6.4% |
| 3M | +2.7% | +2.4% | +0.4% | +2.0% |
| 6M | +14.9% | +10.0% | +4.9% | +11.9% |
| YTD | +23.5% | +9.5% | +14.0% | +20.3% |
| 1Y | +30.4% | +17.2% | +13.2% | +24.7% |
| 3Y | +143.2% | +62.0% | +81.2% | +107.9% |
| 5Y | +159.5% | -2.1% | +161.6% | +153.5% |
| 10Y | +234.7% | +152.6% | +82.1% | +101.1% |
| All | +234.7% | +163.3% | +71.3% | +101.1% |
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