+146.7%
PM vs EW
+60.7%
+86.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -7.1% | +6.5% | -13.5% | -7.3% |
| 30D | -2.8% | +22.5% | -25.3% | -3.4% |
| 3M | +6.3% | +13.0% | -6.6% | +5.9% |
| 6M | +9.6% | +37.1% | -27.5% | +8.5% |
| YTD | +25.6% | +24.1% | +1.5% | +24.7% |
| 1Y | +29.7% | +24.2% | +5.4% | +28.7% |
| All | +146.7% | +60.7% | +86.0% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling