+843.8%
PM vs EAT
+1,685.9%
-842.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | -5.2% | -2.6% | -2.6% | -4.9% |
| 30D | +2.7% | +11.5% | -8.8% | +1.4% |
| 3M | +6.1% | -9.1% | +15.2% | +6.8% |
| 6M | +18.0% | +40.4% | -22.4% | +12.7% |
| YTD | +26.6% | +43.9% | -17.4% | +19.9% |
| 1Y | +36.7% | +101.9% | -65.3% | +24.2% |
| 3Y | +146.0% | +489.9% | -343.9% | +90.0% |
| 5Y | +164.1% | +362.6% | -198.6% | +104.0% |
| 10Y | +238.8% | +385.7% | -146.9% | +132.4% |
| All | +843.8% | +1,685.9% | -842.2% | +465.2% |
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