Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • XLE vs PM✓SelectedUSD · PMXLE vs PM performance historyLatest closeAs of-0.87%09/04
Stock and ETF performance explorer

XLE vs PM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+218.0%
PM return
+119.0%
Excess return
+99.0%
Maximum drawdown
-26.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioPMExcessAlpha
1D-0.9%-2.0%+1.1%-0.5%
7D+2.2%-4.9%+7.1%+3.1%
30D+11.8%-3.4%+15.2%+12.4%
3M+9.8%+5.2%+4.7%+8.4%
6M+15.6%+3.7%+11.9%+14.2%
YTD+45.3%+15.8%+29.5%+40.0%
1Y+48.3%+17.4%+30.9%+42.4%
3Y+55.4%+116.9%-61.5%+21.0%
All+218.0%+119.0%+99.0%+154.6%

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 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