+2,091.2%
XLK vs PM
+752.6%
+1,338.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | +0.9% | -4.9% | +5.7% | +2.8% |
| 30D | +0.7% | -3.4% | +4.1% | +1.9% |
| 3M | -2.9% | +5.2% | -8.1% | -5.9% |
| 6M | +34.3% | +3.7% | +30.5% | +29.6% |
| YTD | +30.4% | +15.8% | +14.6% | +19.9% |
| 1Y | +43.4% | +17.4% | +26.0% | +30.1% |
| 3Y | +116.8% | +116.9% | -0.1% | +42.6% |
| 5Y | +144.0% | +117.3% | +26.7% | +57.4% |
| 10Y | +778.8% | +193.8% | +585.0% | +357.9% |
| All | +2,091.2% | +752.6% | +1,338.6% | +457.1% |
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