+163.9%
XLE vs PM
+228.8%
-64.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.5% |
| 7D | -7.9% | -7.3% | -0.6% | -5.2% |
| 30D | -4.8% | -4.0% | -0.8% | -3.4% |
| 3M | +8.4% | +2.7% | +5.6% | +6.7% |
| 6M | +12.7% | +14.9% | -2.2% | +5.5% |
| YTD | +41.3% | +23.5% | +17.8% | +27.1% |
| 1Y | +42.3% | +30.4% | +11.9% | +24.9% |
| 3Y | +65.1% | +143.2% | -78.1% | +2.1% |
| 5Y | +150.2% | +159.5% | -9.3% | +46.3% |
| 10Y | +163.9% | +234.7% | -70.7% | +32.6% |
| All | +163.9% | +228.8% | -64.8% | +32.6% |
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