+234.7%
PM vs ED
+132.0%
+102.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -7.3% | -0.1% | -7.2% | -7.3% |
| 30D | -4.0% | +11.6% | -15.6% | -8.5% |
| 3M | +2.7% | +10.5% | -7.8% | -1.7% |
| 6M | +14.9% | +13.2% | +1.6% | +8.9% |
| YTD | +23.5% | +22.1% | +1.4% | +13.2% |
| 1Y | +30.4% | +24.2% | +6.2% | +18.6% |
| 3Y | +143.2% | +46.9% | +96.3% | +104.3% |
| 5Y | +159.5% | +80.8% | +78.7% | +97.4% |
| 10Y | +234.7% | +134.3% | +100.4% | +115.3% |
| All | +234.7% | +132.0% | +102.6% | +115.3% |
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