+217.7%
XLF vs PM
+264.7%
-47.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | +2.7% | +0.5% | +2.1% | +2.4% |
| 30D | +7.6% | -3.2% | +10.9% | +8.9% |
| 3M | +1.1% | +6.2% | -5.1% | -1.5% |
| 6M | +15.9% | +7.7% | +8.2% | +11.8% |
| YTD | +8.4% | +27.3% | -18.8% | -3.1% |
| 1Y | +12.5% | +32.8% | -20.3% | -1.4% |
| 3Y | +81.6% | +150.0% | -68.5% | +15.0% |
| 5Y | +59.3% | +164.2% | -105.0% | -3.1% |
| All | +217.7% | +264.7% | -47.0% | +74.9% |
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 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