+763.1%
PM vs EME
+3,658.3%
-2,895.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -4.9% | +1.9% | -6.8% | -5.3% |
| 30D | -3.4% | -8.3% | +4.9% | -1.8% |
| 3M | +5.2% | -10.7% | +15.9% | +6.4% |
| 6M | +3.7% | +1.9% | +1.8% | +1.6% |
| YTD | +15.8% | +23.5% | -7.7% | +8.2% |
| 1Y | +17.4% | +18.0% | -0.6% | +9.7% |
| 3Y | +116.9% | +236.1% | -119.2% | +49.6% |
| 5Y | +117.3% | +527.9% | -410.6% | +24.8% |
| 10Y | +193.8% | +1,252.8% | -1,059.0% | +31.2% |
| All | +763.1% | +3,658.3% | -2,895.1% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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