+267.6%
PM vs EW
+249.9%
+17.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -7.1% | +6.5% | -13.5% | -8.0% |
| 30D | -2.8% | +22.5% | -25.3% | -5.9% |
| 3M | +6.3% | +13.0% | -6.6% | +4.2% |
| 6M | +9.6% | +37.1% | -27.5% | +4.0% |
| YTD | +25.6% | +24.1% | +1.5% | +20.7% |
| 1Y | +29.7% | +24.2% | +5.4% | +24.6% |
| 3Y | +147.6% | +64.8% | +82.8% | +118.9% |
| 5Y | +160.1% | -7.4% | +167.6% | +154.3% |
| All | +267.6% | +249.9% | +17.7% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling