+211.8%
PM vs EAT
+370.1%
-158.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.8% |
| 7D | -1.2% | -6.8% | +5.6% | -0.5% |
| 30D | -0.2% | -5.4% | +5.2% | +0.2% |
| 3M | +4.9% | +42.8% | -37.8% | +1.0% |
| 6M | +9.0% | +56.5% | -47.5% | +3.5% |
| YTD | +17.8% | +50.0% | -32.2% | +12.0% |
| 1Y | +16.8% | +38.3% | -21.5% | +11.7% |
| 3Y | +125.4% | +591.6% | -466.2% | +74.5% |
| 5Y | +128.7% | +312.6% | -183.9% | +82.9% |
| 10Y | +211.8% | +381.4% | -169.6% | +109.6% |
| All | +211.8% | +370.1% | -158.2% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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