+84.5%
PR vs XME
+260.6%
-176.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.6% |
| 7D | +6.0% | +0.3% | +5.7% | +5.2% |
| 30D | -4.2% | -6.1% | +1.9% | +0.1% |
| 3M | +10.0% | -18.6% | +28.6% | +28.0% |
| 6M | +15.6% | -23.9% | +39.5% | +37.3% |
| YTD | +68.2% | -9.3% | +77.5% | +61.6% |
| 1Y | +79.2% | +1.8% | +77.4% | +52.5% |
| 3Y | +94.9% | +93.0% | +1.9% | -18.7% |
| 5Y | +272.8% | +107.0% | +165.8% | +41.2% |
| All | +84.5% | +260.6% | -176.1% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling