+763.1%
PM vs EW
+2,378.3%
-1,615.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | -3.4% | +1.0% | -4.4% | -3.6% |
| 3M | +5.2% | +2.8% | +2.4% | +4.5% |
| 6M | +3.7% | +5.5% | -1.8% | +2.4% |
| YTD | +15.8% | +5.5% | +10.3% | +14.1% |
| 1Y | +17.4% | +11.0% | +6.3% | +14.5% |
| 3Y | +116.9% | +17.7% | +99.2% | +103.6% |
| 5Y | +117.3% | -25.7% | +143.1% | +119.1% |
| 10Y | +193.8% | +132.8% | +61.0% | +128.2% |
| All | +763.1% | +2,378.3% | -1,615.1% | +174.5% |
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 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