+843.8%
PM vs ED
+525.0%
+318.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.6% |
| 7D | -5.2% | +1.6% | -6.9% | -6.0% |
| 30D | +2.7% | +13.3% | -10.6% | -3.5% |
| 3M | +6.1% | +9.7% | -3.6% | +1.3% |
| 6M | +18.0% | +12.8% | +5.2% | +11.2% |
| YTD | +26.6% | +22.3% | +4.3% | +14.5% |
| 1Y | +36.7% | +26.3% | +10.4% | +21.6% |
| 3Y | +146.0% | +45.0% | +101.0% | +102.2% |
| 5Y | +164.1% | +80.2% | +83.9% | +91.9% |
| 10Y | +238.8% | +129.9% | +109.0% | +104.6% |
| All | +843.8% | +525.0% | +318.7% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling