+763.1%
PM vs EL
+506.8%
+256.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.6% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | -3.4% | +19.8% | -23.2% | -7.3% |
| 3M | +5.2% | +25.7% | -20.5% | -0.3% |
| 6M | +3.7% | +5.4% | -1.7% | +1.3% |
| YTD | +15.8% | +0.2% | +15.6% | +13.3% |
| 1Y | +17.4% | +20.4% | -3.1% | +9.5% |
| 3Y | +116.9% | -32.1% | +149.1% | +121.6% |
| 5Y | +117.3% | -67.2% | +184.5% | +165.4% |
| 10Y | +193.8% | +31.7% | +162.0% | +126.4% |
| All | +763.1% | +506.8% | +256.3% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling