+41.9%
XLP vs PM
+142.0%
-100.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +0.7% | -5.2% | +6.0% | +2.2% |
| 30D | +10.3% | +2.7% | +7.6% | +9.4% |
| 3M | +6.5% | +5.2% | +1.3% | +5.0% |
| 6M | +8.4% | +17.0% | -8.6% | +3.8% |
| YTD | +18.2% | +25.5% | -7.3% | +11.0% |
| 1Y | +22.4% | +35.5% | -13.1% | +12.7% |
| 3Y | +41.9% | +143.9% | -102.0% | +6.0% |
| All | +41.9% | +142.0% | -100.1% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling