+149.9%
XLE vs PM
+161.1%
-11.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -12.0% | -5.2% | -6.8% | -11.1% |
| 30D | -2.7% | +2.7% | -5.4% | -3.2% |
| 3M | +6.6% | +5.2% | +1.4% | +5.5% |
| 6M | +9.5% | +17.0% | -7.5% | +6.0% |
| YTD | +40.6% | +25.5% | +15.1% | +33.6% |
| 1Y | +43.6% | +35.5% | +8.1% | +34.3% |
| 3Y | +58.1% | +143.9% | -85.8% | +20.2% |
| All | +149.9% | +161.1% | -11.1% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling