+17.0%
PM vs EW
+23.5%
-6.5%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.7% |
| 7D | -5.2% | +11.0% | -16.2% | -4.7% |
| 30D | +2.7% | +19.1% | -16.4% | +4.0% |
| 3M | +5.2% | +14.4% | -9.1% | +6.2% |
| 6M | +17.0% | +22.8% | -5.8% | +22.5% |
| All | +17.0% | +23.5% | -6.5% | +22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling