+246.5%
XLF vs PM
+217.1%
+29.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.6% |
| 30D | -1.6% | +1.9% | -3.5% | -2.4% |
| 3M | +9.3% | +4.6% | +4.7% | +7.0% |
| 6M | +14.6% | +11.7% | +2.9% | +8.7% |
| YTD | +4.7% | +20.4% | -15.6% | -4.0% |
| 1Y | +8.6% | +19.0% | -10.3% | -0.4% |
| 3Y | +73.9% | +130.4% | -56.5% | +15.2% |
| 5Y | +65.0% | +131.5% | -66.4% | +7.7% |
| All | +246.5% | +217.1% | +29.4% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling