+204.9%
XLE vs PM
+841.2%
-636.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.7% | -0.5% |
| 7D | -10.3% | -3.4% | -6.9% | -8.7% |
| 30D | -3.3% | +5.8% | -9.2% | -6.4% |
| 3M | +8.2% | +6.7% | +1.5% | +3.9% |
| 6M | +5.0% | +19.9% | -14.9% | -6.1% |
| YTD | +40.6% | +27.8% | +12.8% | +19.8% |
| 1Y | +45.0% | +39.4% | +5.6% | +17.3% |
| 3Y | +56.3% | +146.9% | -90.6% | -15.1% |
| 5Y | +152.2% | +166.6% | -14.4% | +26.9% |
| 10Y | +173.0% | +242.1% | -69.1% | +9.0% |
| All | +204.9% | +841.2% | -636.3% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling