+215.1%
XLE vs PM
+752.6%
-537.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.2% |
| 7D | +2.2% | -4.9% | +7.1% | +4.9% |
| 30D | +11.8% | -3.4% | +15.2% | +13.6% |
| 3M | +9.8% | +5.2% | +4.7% | +5.9% |
| 6M | +15.6% | +3.7% | +11.9% | +11.2% |
| YTD | +45.3% | +15.8% | +29.5% | +30.9% |
| 1Y | +48.3% | +17.4% | +30.9% | +31.8% |
| 3Y | +55.4% | +116.9% | -61.5% | -9.2% |
| 5Y | +216.1% | +117.3% | +98.8% | +80.1% |
| 10Y | +178.4% | +193.8% | -15.4% | +22.2% |
| All | +215.1% | +752.6% | -537.5% | -46.6% |
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 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