+843.8%
PM vs EL
+543.1%
+300.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.3% |
| 7D | -5.2% | +0.8% | -6.0% | -5.4% |
| 30D | +2.7% | +16.5% | -13.8% | -0.7% |
| 3M | +6.1% | +29.2% | -23.0% | 0.0% |
| 6M | +18.0% | +27.9% | -9.9% | +10.8% |
| YTD | +26.6% | +6.2% | +20.4% | +22.1% |
| 1Y | +36.7% | +27.2% | +9.5% | +26.3% |
| 3Y | +146.0% | +3.2% | +142.8% | +125.4% |
| 5Y | +164.1% | -66.0% | +230.1% | +220.6% |
| 10Y | +238.8% | +58.3% | +180.5% | +148.0% |
| All | +843.8% | +543.1% | +300.7% | +351.5% |
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 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