+211.8%
PM vs EWT
+510.6%
-298.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.2% | +2.1% | -3.3% | -1.7% |
| 30D | -0.2% | +9.4% | -9.5% | -2.5% |
| 3M | +4.9% | +10.9% | -6.0% | +1.2% |
| 6M | +9.0% | +57.9% | -48.9% | -6.8% |
| YTD | +17.8% | +75.9% | -58.1% | -2.9% |
| 1Y | +16.8% | +89.7% | -72.9% | -6.5% |
| 3Y | +125.4% | +200.9% | -75.4% | +45.7% |
| 5Y | +128.7% | +154.5% | -25.8% | +57.6% |
| 10Y | +211.8% | +520.8% | -308.9% | +32.7% |
| All | +211.8% | +510.6% | -298.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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