+288.4%
PM vs XYZ
+665.4%
-377.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -7.1% | -2.2% | -4.9% | -7.0% |
| 30D | -2.8% | +11.6% | -14.4% | -3.5% |
| 3M | +6.3% | +8.4% | -2.1% | +5.7% |
| 6M | +9.6% | +17.2% | -7.5% | +8.3% |
| YTD | +25.6% | +31.7% | -6.1% | +22.6% |
| 1Y | +29.7% | +30.1% | -0.4% | +26.6% |
| 3Y | +147.6% | +66.4% | +81.1% | +131.5% |
| 5Y | +160.1% | -62.2% | +222.3% | +164.8% |
| 10Y | +260.9% | +621.5% | -360.6% | +180.3% |
| All | +288.4% | +665.4% | -377.0% | +202.8% |
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