+42.0%
XLP vs PM
+163.3%
-121.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +0.7% | -5.2% | +6.0% | +2.5% |
| 30D | +10.3% | +2.7% | +7.6% | +9.3% |
| 3M | +6.5% | +6.1% | +0.4% | +4.4% |
| 6M | +8.4% | +18.0% | -9.6% | +2.5% |
| YTD | +18.2% | +26.6% | -8.4% | +8.9% |
| 1Y | +22.4% | +36.7% | -14.3% | +9.9% |
| 3Y | +41.9% | +146.0% | -104.1% | -0.6% |
| All | +42.0% | +163.3% | -121.3% | -6.3% |
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