+64.4%
XLF vs PM
+127.1%
-62.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | -1.2% | +0.1% | -0.8% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +9.1% | +4.9% | +4.2% | +7.6% |
| 6M | +14.4% | +9.0% | +5.3% | +11.3% |
| YTD | +5.1% | +17.8% | -12.7% | -0.2% |
| 1Y | +8.6% | +16.8% | -8.2% | +3.2% |
| 3Y | +74.4% | +125.4% | -51.0% | +25.5% |
| 5Y | +64.4% | +128.7% | -64.3% | +16.3% |
| All | +64.4% | +127.1% | -62.8% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling