+122.5%
PM vs EWT
+202.3%
-79.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -1.9% |
| 7D | -4.9% | +4.0% | -8.8% | -4.7% |
| 30D | -3.4% | +10.3% | -13.7% | -3.1% |
| 3M | +5.2% | +6.1% | -0.9% | +5.7% |
| 6M | +3.7% | +56.6% | -52.9% | +2.1% |
| YTD | +15.8% | +76.6% | -60.8% | +13.7% |
| 1Y | +17.4% | +97.9% | -80.5% | +14.6% |
| All | +122.5% | +202.3% | -79.8% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling