+763.1%
PM vs ED
+465.6%
+297.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.3% |
| 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% | +3.3% |
| 6M | +3.7% | -3.0% | +6.7% | +5.3% |
| YTD | +15.8% | +10.7% | +5.1% | +10.1% |
| 1Y | +17.4% | +13.3% | +4.0% | +10.2% |
| 3Y | +116.9% | +34.5% | +82.4% | +85.0% |
| 5Y | +117.3% | +67.1% | +50.2% | +63.6% |
| 10Y | +193.8% | +103.0% | +90.7% | +89.0% |
| All | +763.1% | +465.6% | +297.5% | +184.8% |
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