+258.0%
PM vs XYZ
+638.9%
-380.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.9% |
| 7D | -4.9% | -1.0% | -3.9% | -4.8% |
| 30D | -3.4% | -1.7% | -1.7% | -3.3% |
| 3M | +5.2% | +16.7% | -11.6% | +4.0% |
| 6M | +3.7% | +26.9% | -23.1% | +1.9% |
| YTD | +15.8% | +27.1% | -11.4% | +13.4% |
| 1Y | +17.4% | +9.3% | +8.1% | +15.9% |
| 3Y | +116.9% | +42.3% | +74.7% | +105.2% |
| 5Y | +117.3% | -69.3% | +186.6% | +125.5% |
| 10Y | +193.8% | +586.8% | -393.1% | +128.8% |
| All | +258.0% | +638.9% | -380.9% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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