+168.1%
PM vs XRT
-5.3%
+173.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -5.2% | +0.9% | -6.1% | -5.3% |
| 30D | +2.7% | +7.9% | -5.3% | +1.7% |
| 3M | +6.1% | -0.2% | +6.3% | +6.1% |
| 6M | +18.0% | +5.6% | +12.4% | +17.1% |
| YTD | +26.6% | +5.7% | +20.9% | +25.5% |
| 1Y | +36.7% | +14.6% | +22.1% | +34.0% |
| 3Y | +146.0% | +50.7% | +95.3% | +126.1% |
| All | +168.1% | -5.3% | +173.4% | +146.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling