+173.9%
XLE vs PM
+254.9%
-81.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | -0.2% | -7.1% | +6.8% | +2.7% |
| 30D | -4.0% | -2.8% | -1.2% | -3.1% |
| 3M | +4.6% | +6.3% | -1.7% | +1.7% |
| 6M | +12.3% | +9.6% | +2.7% | +7.2% |
| YTD | +44.5% | +25.6% | +18.9% | +29.2% |
| 1Y | +42.4% | +29.7% | +12.8% | +25.3% |
| 3Y | +67.0% | +147.6% | -80.5% | +2.4% |
| 5Y | +161.9% | +160.1% | +1.8% | +53.1% |
| 10Y | +173.9% | +260.9% | -87.0% | +42.4% |
| All | +173.9% | +254.9% | -81.0% | +42.4% |
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