+272.5%
PM vs EFV
+163.3%
+109.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +0.5% | +2.5% | -2.0% | -1.1% |
| 30D | -3.2% | +2.9% | -6.1% | -5.0% |
| 3M | +6.2% | -1.4% | +7.7% | +7.0% |
| 6M | +7.7% | +5.5% | +2.1% | +3.5% |
| YTD | +27.3% | +16.1% | +11.2% | +14.7% |
| 1Y | +32.8% | +20.3% | +12.5% | +16.9% |
| 3Y | +150.0% | +90.4% | +59.6% | +59.2% |
| 5Y | +164.2% | +93.5% | +70.8% | +64.9% |
| All | +272.5% | +163.3% | +109.2% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling