+826.4%
PM vs EFV
+170.3%
+656.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -6.6% | +2.1% | -8.8% | -7.7% |
| 30D | -3.4% | +3.1% | -6.5% | -5.1% |
| 3M | +5.3% | -1.3% | +6.6% | +5.9% |
| 6M | +15.5% | +6.0% | +9.5% | +11.5% |
| YTD | +24.3% | +15.8% | +8.4% | +14.1% |
| 1Y | +29.7% | +21.1% | +8.6% | +16.3% |
| 3Y | +144.9% | +91.0% | +53.9% | +69.7% |
| 5Y | +159.0% | +94.3% | +64.7% | +76.8% |
| 10Y | +250.9% | +160.4% | +90.5% | +102.7% |
| All | +826.4% | +170.3% | +656.2% | +386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling