+835.7%
PM vs EW
+2,715.7%
-1,880.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -5.2% | +11.0% | -16.2% | -7.0% |
| 30D | +2.7% | +19.1% | -16.4% | -0.5% |
| 3M | +5.2% | +14.4% | -9.1% | +2.6% |
| 6M | +17.0% | +22.8% | -5.8% | +12.4% |
| YTD | +25.5% | +19.8% | +5.7% | +20.8% |
| 1Y | +35.5% | +23.9% | +11.6% | +29.6% |
| 3Y | +143.9% | +52.2% | +91.7% | +118.1% |
| 5Y | +161.8% | -13.9% | +175.8% | +157.0% |
| 10Y | +235.9% | +241.9% | -5.9% | +143.4% |
| All | +835.7% | +2,715.7% | -1,880.0% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling