+125.1%
PM vs ETR
+129.9%
-4.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | -2.6% | +1.9% | -4.4% | -3.2% |
| 3M | +5.8% | +1.0% | +4.8% | +5.4% |
| 6M | +10.6% | +4.8% | +5.7% | +8.6% |
| YTD | +17.2% | +19.5% | -2.4% | +10.2% |
| 1Y | +17.6% | +28.1% | -10.5% | +7.9% |
| 3Y | +124.3% | +151.1% | -26.9% | +58.8% |
| 5Y | +125.1% | +125.2% | -0.1% | +61.4% |
| All | +125.1% | +129.9% | -4.9% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling