+415.3%
PR vs XME
+176.2%
+239.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +18.0% | +6.0% | +12.1% | +13.0% |
| 3M | +16.9% | -7.7% | +24.6% | +21.3% |
| 6M | +28.2% | +1.0% | +27.3% | +21.4% |
| YTD | +69.3% | +14.6% | +54.7% | +42.3% |
| 1Y | +69.5% | +46.0% | +23.5% | +12.0% |
| 3Y | +81.7% | +127.0% | -45.3% | -22.6% |
| All | +415.3% | +176.2% | +239.0% | +76.8% |
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