+145.6%
XLK vs PM
+132.4%
+13.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.5% |
| 30D | -0.5% | +1.9% | -2.4% | -0.6% |
| 3M | +5.0% | +4.6% | +0.4% | +4.5% |
| 6M | +32.9% | +11.7% | +21.2% | +31.0% |
| YTD | +29.0% | +20.4% | +8.6% | +25.8% |
| 1Y | +37.8% | +19.0% | +18.9% | +34.7% |
| 3Y | +118.7% | +130.4% | -11.7% | +78.4% |
| 5Y | +145.6% | +131.5% | +14.1% | +101.0% |
| All | +145.6% | +132.4% | +13.2% | +101.0% |
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