+124.6%
XLP vs PM
+232.9%
-108.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.6% |
| 7D | +0.7% | -5.2% | +6.0% | +2.8% |
| 30D | +10.3% | +2.7% | +7.6% | +9.1% |
| 3M | +6.5% | +5.2% | +1.3% | +4.3% |
| 6M | +8.4% | +17.0% | -8.6% | +1.6% |
| YTD | +18.2% | +25.5% | -7.3% | +7.4% |
| 1Y | +22.4% | +35.5% | -13.1% | +7.8% |
| 3Y | +41.9% | +143.9% | -102.0% | -4.1% |
| 5Y | +40.9% | +161.8% | -121.0% | -8.7% |
| All | +124.6% | +232.9% | -108.3% | +23.4% |
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 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