+763.1%
PM vs EBAY
+987.9%
-224.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.5% |
| 7D | -4.9% | -2.1% | -2.8% | -4.5% |
| 30D | -3.4% | -6.7% | +3.3% | -2.0% |
| 3M | +5.2% | -5.0% | +10.1% | +6.1% |
| 6M | +3.7% | +14.6% | -10.9% | +0.3% |
| YTD | +15.8% | +19.8% | -4.1% | +10.5% |
| 1Y | +17.4% | +12.6% | +4.8% | +12.9% |
| 3Y | +116.9% | +141.0% | -24.1% | +73.0% |
| 5Y | +117.3% | +47.5% | +69.8% | +89.2% |
| 10Y | +193.8% | +263.3% | -69.5% | +95.7% |
| All | +763.1% | +987.9% | -224.8% | +269.5% |
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