+836.5%
PM vs ED
+528.3%
+308.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.1% | -0.9% | -6.1% | -6.7% |
| 30D | -2.8% | +11.2% | -14.0% | -7.8% |
| 3M | +6.3% | +11.8% | -5.4% | +0.6% |
| 6M | +9.6% | +14.1% | -4.4% | +2.8% |
| YTD | +25.6% | +23.0% | +2.6% | +13.3% |
| 1Y | +29.7% | +23.7% | +6.0% | +16.5% |
| 3Y | +147.6% | +47.7% | +99.8% | +101.6% |
| 5Y | +160.1% | +82.6% | +77.5% | +87.7% |
| 10Y | +260.9% | +141.8% | +119.1% | +111.6% |
| All | +836.5% | +528.3% | +308.1% | +193.1% |
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 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