+81.4%
XLF vs PM
+147.1%
-65.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -1.0% | -7.1% | +6.1% | -0.2% |
| 30D | +6.5% | -2.8% | +9.3% | +6.8% |
| 3M | +1.8% | +6.3% | -4.5% | +1.2% |
| 6M | +15.4% | +9.6% | +5.7% | +14.2% |
| YTD | +8.4% | +25.6% | -17.2% | +5.2% |
| 1Y | +11.9% | +29.7% | -17.7% | +8.2% |
| All | +81.4% | +147.1% | -65.7% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling