+117.4%
PM vs XRT
-1.0%
+118.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.1% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | -3.4% | -4.2% | +0.8% | -2.8% |
| 3M | +5.2% | +5.1% | +0.1% | +4.5% |
| 6M | +3.7% | +2.4% | +1.3% | +3.3% |
| YTD | +15.8% | +3.2% | +12.6% | +15.1% |
| 1Y | +17.4% | +1.5% | +15.8% | +16.8% |
| 3Y | +116.9% | +40.6% | +76.4% | +100.9% |
| All | +117.4% | -1.0% | +118.4% | +105.2% |
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