+418.9%
XLP vs PM
+752.6%
-333.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | 0.0% |
| 7D | -1.0% | -4.9% | +3.9% | +1.0% |
| 30D | -0.9% | -3.4% | +2.5% | +0.5% |
| 3M | +3.8% | +5.2% | -1.4% | +1.4% |
| 6M | -1.7% | +3.7% | -5.4% | -4.0% |
| YTD | +10.3% | +15.8% | -5.5% | +2.7% |
| 1Y | +7.8% | +17.4% | -9.6% | -0.5% |
| 3Y | +27.2% | +116.9% | -89.7% | -12.2% |
| 5Y | +32.5% | +117.3% | -84.8% | -9.8% |
| 10Y | +101.8% | +193.8% | -92.0% | +14.3% |
| All | +418.9% | +752.6% | -333.7% | +75.4% |
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 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