+198.6%
PM vs EL
+31.4%
+167.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | -2.6% | +15.5% | -18.0% | -5.0% |
| 3M | +5.8% | +20.6% | -14.8% | +2.3% |
| 6M | +10.6% | +10.5% | +0.1% | +7.8% |
| YTD | +17.2% | -1.9% | +19.0% | +15.7% |
| 1Y | +17.6% | +16.1% | +1.6% | +12.2% |
| 3Y | +124.3% | -30.2% | +154.5% | +130.9% |
| 5Y | +125.1% | -67.4% | +192.5% | +180.7% |
| 10Y | +198.6% | +31.2% | +167.4% | +137.8% |
| All | +198.6% | +31.4% | +167.2% | +137.8% |
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