+836.5%
PM vs EBAY
+1,190.7%
-354.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -7.1% | -2.0% | -5.1% | -6.7% |
| 30D | -2.8% | +7.0% | -9.8% | -4.3% |
| 3M | +6.3% | +16.1% | -9.7% | +2.9% |
| 6M | +9.6% | +14.1% | -4.5% | +6.3% |
| YTD | +25.6% | +42.1% | -16.5% | +15.6% |
| 1Y | +29.7% | +42.4% | -12.7% | +19.2% |
| 3Y | +147.6% | +223.5% | -76.0% | +85.1% |
| 5Y | +160.1% | +82.8% | +77.4% | +116.6% |
| 10Y | +260.9% | +385.7% | -124.8% | +125.6% |
| All | +836.5% | +1,190.7% | -354.2% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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