+131.5%
PM vs EQT
+192.3%
-60.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | +1.9% | +1.1% | +0.8% | +1.8% |
| 3M | +4.6% | +4.8% | -0.2% | +4.2% |
| 6M | +11.7% | -10.6% | +22.3% | +12.4% |
| YTD | +20.4% | +3.4% | +16.9% | +19.9% |
| 1Y | +19.0% | +8.7% | +10.3% | +18.0% |
| 3Y | +130.4% | +35.0% | +95.4% | +123.1% |
| 5Y | +131.5% | +204.2% | -72.8% | +105.2% |
| All | +131.5% | +192.3% | -60.9% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling