+272.6%
PM vs ETSY
+146.8%
+125.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.8% | -1.6% |
| 7D | -4.9% | -8.5% | +3.6% | -4.5% |
| 30D | -3.4% | -10.9% | +7.5% | -2.9% |
| 3M | +5.2% | +14.1% | -8.9% | +4.5% |
| 6M | +3.7% | +37.5% | -33.8% | +1.9% |
| YTD | +15.8% | +38.0% | -22.2% | +13.6% |
| 1Y | +17.4% | +46.5% | -29.2% | +14.4% |
| 3Y | +116.9% | +2.5% | +114.4% | +113.3% |
| 5Y | +117.3% | -65.3% | +182.6% | +121.5% |
| 10Y | +193.8% | +451.6% | -257.9% | +147.9% |
| All | +272.6% | +146.8% | +125.8% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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