+131.5%
PM vs ET
+241.7%
-110.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.9% | +1.4% | +0.6% | +1.7% |
| 30D | +1.9% | +4.6% | -2.7% | +1.1% |
| 3M | +4.6% | +16.0% | -11.4% | +2.0% |
| 6M | +11.7% | +22.8% | -11.1% | +7.9% |
| YTD | +20.4% | +38.9% | -18.5% | +14.0% |
| 1Y | +19.0% | +34.1% | -15.1% | +13.3% |
| 3Y | +130.4% | +98.8% | +31.6% | +99.2% |
| 5Y | +131.5% | +246.8% | -115.4% | +83.3% |
| All | +131.5% | +241.7% | -110.2% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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