+192.8%
PM vs ED
+101.3%
+91.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.4% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -3.4% | -0.1% | -3.2% | -3.3% |
| 3M | +5.2% | +3.9% | +1.2% | +3.5% |
| 6M | +3.7% | -3.0% | +6.7% | +5.1% |
| YTD | +15.8% | +10.7% | +5.1% | +10.8% |
| 1Y | +17.4% | +13.3% | +4.0% | +11.1% |
| 3Y | +116.9% | +34.5% | +82.4% | +89.0% |
| 5Y | +117.3% | +67.1% | +50.2% | +70.4% |
| All | +192.8% | +101.3% | +91.5% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling