+221.7%
PR vs XME
+110.8%
+110.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.4% | -0.1% |
| 7D | -16.4% | -4.5% | -11.9% | -14.0% |
| 30D | -1.9% | -10.9% | +9.0% | +4.9% |
| 3M | +8.0% | -15.3% | +23.2% | +18.0% |
| 6M | +4.1% | -24.6% | +28.7% | +20.3% |
| YTD | +58.7% | -9.6% | +68.3% | +53.9% |
| 1Y | +75.8% | +2.9% | +72.9% | +51.7% |
| 3Y | +73.2% | +86.9% | -13.8% | -17.4% |
| All | +221.7% | +110.8% | +110.9% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling