+69.9%
PR vs XME
+78.7%
-8.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -2.8% |
| 7D | -16.5% | -10.5% | -6.0% | -13.1% |
| 30D | -4.5% | -16.5% | +11.9% | +1.7% |
| 3M | +8.5% | -19.2% | +27.7% | +16.5% |
| 6M | -3.3% | -23.8% | +20.5% | +5.1% |
| YTD | +55.7% | -12.6% | +68.3% | +52.6% |
| 1Y | +82.0% | -0.1% | +82.2% | +62.5% |
| All | +69.9% | +78.7% | -8.8% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling