+125.1%
PM vs EFV
+96.3%
+28.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -1.3% | +1.0% | -2.3% | -1.8% |
| 30D | -2.6% | +0.2% | -2.7% | -2.6% |
| 3M | +5.8% | +9.6% | -3.8% | +0.9% |
| 6M | +10.6% | +14.0% | -3.5% | +2.9% |
| YTD | +17.2% | +18.5% | -1.3% | +7.0% |
| 1Y | +17.6% | +27.9% | -10.3% | +3.1% |
| 3Y | +124.3% | +92.4% | +31.8% | +54.2% |
| 5Y | +125.1% | +97.2% | +27.9% | +51.5% |
| All | +125.1% | +96.3% | +28.8% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling