+41.0%
XLE vs PM
+31.5%
+9.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | -7.9% | -7.3% | -0.6% | -7.1% |
| 30D | -4.8% | -4.0% | -0.8% | -4.3% |
| 3M | +8.4% | +2.7% | +5.6% | +8.1% |
| 6M | +12.7% | +14.9% | -2.2% | +10.8% |
| YTD | +41.3% | +23.5% | +17.8% | +35.3% |
| All | +41.0% | +31.5% | +9.6% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling