+167.2%
XLE vs PM
+235.7%
-68.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | -12.0% | -5.2% | -6.8% | -10.2% |
| 30D | -2.7% | +2.7% | -5.4% | -3.9% |
| 3M | +6.6% | +6.1% | +0.4% | +3.7% |
| 6M | +9.5% | +18.0% | -8.5% | +1.5% |
| YTD | +40.6% | +26.6% | +14.0% | +25.3% |
| 1Y | +43.6% | +36.7% | +6.9% | +23.7% |
| 3Y | +58.1% | +146.0% | -87.9% | -2.2% |
| 5Y | +152.2% | +164.1% | -11.9% | +47.1% |
| All | +167.2% | +235.7% | -68.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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