+835.7%
PM vs XRT
+672.7%
+163.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | +2.7% | +7.9% | -5.3% | +0.2% |
| 3M | +5.2% | -0.2% | +5.4% | +5.1% |
| 6M | +17.0% | +5.6% | +11.4% | +14.6% |
| YTD | +25.5% | +5.7% | +19.8% | +22.6% |
| 1Y | +35.5% | +14.6% | +20.9% | +28.9% |
| 3Y | +143.9% | +50.7% | +93.2% | +106.2% |
| 5Y | +161.8% | -4.8% | +166.7% | +152.9% |
| 10Y | +235.9% | +152.6% | +83.3% | +103.9% |
| All | +835.7% | +672.7% | +163.0% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling