+250.9%
PM vs EL
+60.9%
+190.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -6.6% | +7.6% | -14.3% | -7.7% |
| 30D | -3.4% | +15.7% | -19.1% | -5.7% |
| 3M | +5.3% | +30.5% | -25.2% | +0.6% |
| 6M | +15.5% | +32.5% | -17.0% | +9.6% |
| YTD | +24.3% | +9.4% | +14.8% | +20.5% |
| 1Y | +29.7% | +28.4% | +1.3% | +22.0% |
| 3Y | +144.9% | +4.4% | +140.5% | +130.3% |
| 5Y | +159.0% | -64.5% | +223.5% | +220.1% |
| 10Y | +250.9% | +64.9% | +186.0% | +173.5% |
| All | +250.9% | +60.9% | +190.1% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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