+20.7%
XLK vs PM
+48.8%
-28.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.4% |
| 7D | -7.6% | +4.3% | -11.9% | -6.5% |
| 30D | -12.2% | +11.5% | -23.6% | -9.5% |
| 3M | -5.5% | +13.0% | -18.5% | -2.1% |
| 6M | +9.2% | +25.9% | -16.7% | +14.3% |
| YTD | +23.0% | +34.0% | -11.0% | +31.0% |
| 1Y | +20.7% | +46.9% | -26.2% | +31.4% |
| All | +20.7% | +48.8% | -28.1% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling