+122.5%
PM vs ETR
+150.4%
-27.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | -3.4% | +1.0% | -4.4% | -3.7% |
| 3M | +5.2% | -1.3% | +6.4% | +5.5% |
| 6M | +3.7% | +1.9% | +1.8% | +3.0% |
| YTD | +15.8% | +18.2% | -2.4% | +10.2% |
| 1Y | +17.4% | +24.7% | -7.3% | +9.8% |
| All | +122.5% | +150.4% | -27.9% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling