+122.5%
PM vs EAT
+657.6%
-535.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.4% | +1.9% | -5.3% | -3.4% |
| 3M | +5.2% | +68.7% | -63.5% | +4.1% |
| 6M | +3.7% | +66.9% | -63.2% | +2.6% |
| YTD | +15.8% | +60.4% | -44.6% | +14.6% |
| 1Y | +17.4% | +44.0% | -26.6% | +16.6% |
| All | +122.5% | +657.6% | -535.0% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling