+73.2%
PR vs XME
+84.7%
-11.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.4% | +0.7% |
| 7D | -16.4% | -4.5% | -11.9% | -15.0% |
| 30D | -1.9% | -10.9% | +9.0% | +2.1% |
| 3M | +8.0% | -15.3% | +23.2% | +13.9% |
| 6M | +4.1% | -24.6% | +28.7% | +14.4% |
| YTD | +58.7% | -9.6% | +68.3% | +53.7% |
| 1Y | +75.8% | +2.9% | +72.9% | +55.4% |
| 3Y | +73.2% | +86.9% | -13.8% | -9.7% |
| All | +73.2% | +84.7% | -11.5% | -9.7% |
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