+463.5%
XLP vs PM
+841.2%
-377.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | +1.2% |
| 7D | +3.5% | -3.4% | +6.8% | +4.9% |
| 30D | +11.6% | +5.8% | +5.7% | +8.8% |
| 3M | +7.6% | +6.7% | +1.0% | +4.6% |
| 6M | +10.0% | +19.9% | -9.9% | +1.4% |
| YTD | +19.7% | +27.8% | -8.1% | +6.9% |
| 1Y | +23.5% | +39.4% | -15.9% | +6.1% |
| 3Y | +44.0% | +146.9% | -102.9% | -6.0% |
| 5Y | +42.7% | +166.6% | -123.9% | -11.1% |
| 10Y | +131.3% | +242.1% | -110.7% | +22.5% |
| All | +463.5% | +841.2% | -377.7% | +82.5% |
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