+773.5%
PM vs ET
+1,004.9%
-231.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.6% | +6.9% | -9.4% | -3.5% |
| 3M | +5.8% | +13.1% | -7.3% | +3.9% |
| 6M | +10.6% | +18.7% | -8.2% | +7.8% |
| YTD | +17.2% | +37.4% | -20.3% | +11.8% |
| 1Y | +17.6% | +34.8% | -17.2% | +12.5% |
| 3Y | +124.3% | +96.8% | +27.5% | +101.5% |
| 5Y | +125.1% | +238.2% | -113.2% | +85.6% |
| 10Y | +198.6% | +159.4% | +39.2% | +141.1% |
| All | +773.5% | +1,004.9% | -231.3% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling