+136.8%
XLP vs PM
+254.9%
-118.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -0.5% | -7.1% | +6.5% | +2.2% |
| 30D | +8.3% | -2.8% | +11.1% | +9.4% |
| 3M | +8.7% | +6.3% | +2.3% | +6.0% |
| 6M | +11.2% | +9.6% | +1.5% | +7.0% |
| YTD | +20.0% | +25.6% | -5.6% | +9.0% |
| 1Y | +21.3% | +29.7% | -8.3% | +8.7% |
| 3Y | +43.8% | +147.6% | -103.7% | -3.3% |
| 5Y | +43.3% | +160.1% | -116.8% | -6.8% |
| 10Y | +136.8% | +260.9% | -124.2% | +25.0% |
| All | +136.8% | +254.9% | -118.1% | +25.0% |
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 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