+73.0%
XLF vs PM
+129.7%
-56.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | -1.6% | +1.9% | -3.5% | -1.8% |
| 3M | +9.3% | +4.6% | +4.7% | +8.6% |
| 6M | +14.6% | +11.7% | +2.9% | +12.8% |
| YTD | +4.7% | +20.4% | -15.6% | +1.7% |
| 1Y | +8.6% | +19.0% | -10.3% | +5.6% |
| All | +73.0% | +129.7% | -56.6% | +38.7% |
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