+335.1%
XLF vs PM
+752.6%
-417.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.3% |
| 7D | 0.0% | -4.9% | +4.9% | +2.8% |
| 30D | +0.2% | -3.4% | +3.6% | +1.9% |
| 3M | +11.7% | +5.2% | +6.5% | +7.7% |
| 6M | +13.8% | +3.7% | +10.1% | +9.3% |
| YTD | +7.0% | +15.8% | -8.8% | -4.1% |
| 1Y | +9.1% | +17.4% | -8.2% | -3.6% |
| 3Y | +75.6% | +116.9% | -41.3% | +1.6% |
| 5Y | +66.4% | +117.3% | -50.9% | -5.9% |
| 10Y | +250.3% | +193.8% | +56.5% | +48.3% |
| All | +335.1% | +752.6% | -417.6% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling