+150.0%
PM vs EAT
+476.7%
-326.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +0.5% | -4.0% | +4.5% | +0.6% |
| 30D | -3.2% | -2.9% | -0.3% | -3.2% |
| 3M | +6.2% | -16.9% | +23.1% | +6.3% |
| 6M | +7.7% | +57.0% | -49.3% | +7.1% |
| YTD | +27.3% | +38.2% | -10.9% | +26.8% |
| 1Y | +32.8% | +69.3% | -36.5% | +31.8% |
| 3Y | +150.0% | +483.0% | -333.0% | +125.5% |
| All | +150.0% | +476.7% | -326.7% | +125.5% |
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