+788.5%
XLK vs PM
+219.2%
+569.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.2% | +4.7% | -4.5% | -1.0% |
| 30D | -0.6% | +2.6% | -3.2% | -1.4% |
| 3M | +2.6% | +6.6% | -4.0% | +0.2% |
| 6M | +34.0% | +16.5% | +17.5% | +26.6% |
| YTD | +30.7% | +21.2% | +9.5% | +21.7% |
| 1Y | +39.2% | +17.9% | +21.3% | +30.2% |
| 3Y | +120.4% | +129.8% | -9.4% | +56.7% |
| 5Y | +148.8% | +133.0% | +15.8% | +73.3% |
| All | +788.5% | +219.2% | +569.2% | +419.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling