+143.9%
PM vs ED
+44.5%
+99.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.7% |
| 7D | -5.2% | +1.6% | -6.9% | -6.0% |
| 30D | +2.7% | +13.3% | -10.6% | -3.0% |
| 3M | +5.2% | +9.7% | -4.5% | +0.8% |
| 6M | +17.0% | +12.8% | +4.2% | +10.9% |
| YTD | +25.5% | +22.3% | +3.2% | +15.1% |
| 1Y | +35.5% | +26.3% | +9.2% | +22.5% |
| 3Y | +143.9% | +45.0% | +98.9% | +108.4% |
| All | +143.9% | +44.5% | +99.4% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling