+821.1%
PM vs ETR
+351.2%
+469.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.9% |
| 7D | -7.3% | +1.7% | -9.0% | -8.0% |
| 30D | -4.0% | +8.7% | -12.8% | -7.4% |
| 3M | +2.7% | +4.9% | -2.2% | +0.5% |
| 6M | +14.9% | +0.8% | +14.1% | +14.2% |
| YTD | +23.5% | +23.1% | +0.4% | +12.2% |
| 1Y | +30.4% | +17.9% | +12.5% | +20.5% |
| 3Y | +143.2% | +154.5% | -11.3% | +56.2% |
| 5Y | +159.5% | +160.3% | -0.8% | +62.1% |
| 10Y | +234.7% | +366.9% | -132.3% | +53.7% |
| All | +821.1% | +351.2% | +469.8% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling