+763.1%
PM vs EAT
+1,890.4%
-1,127.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | +5.2% | +68.7% | -63.5% | -1.1% |
| 6M | +3.7% | +66.9% | -63.2% | -2.9% |
| YTD | +15.8% | +60.4% | -44.6% | +8.6% |
| 1Y | +17.4% | +44.0% | -26.6% | +11.1% |
| 3Y | +116.9% | +604.7% | -487.8% | +64.3% |
| 5Y | +117.3% | +347.0% | -229.7% | +69.0% |
| 10Y | +193.8% | +390.8% | -197.0% | +102.2% |
| All | +763.1% | +1,890.4% | -1,127.2% | +412.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling