+162.6%
PM vs ED
+85.1%
+77.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +0.5% | +2.1% | -1.5% | -0.3% |
| 30D | -3.2% | +10.4% | -13.6% | -7.4% |
| 3M | +6.2% | +12.5% | -6.3% | +0.8% |
| 6M | +7.7% | +14.9% | -7.2% | +1.4% |
| YTD | +27.3% | +24.8% | +2.4% | +15.7% |
| 1Y | +32.8% | +23.8% | +8.9% | +21.0% |
| 3Y | +150.0% | +51.6% | +98.4% | +108.2% |
| All | +162.6% | +85.1% | +77.5% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling