+143.2%
PM vs EWT
+153.9%
-10.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.2% | -9.6% | -2.0% |
| 7D | -7.3% | -5.0% | -2.3% | -7.5% |
| 30D | -4.0% | -16.3% | +12.3% | -5.0% |
| 3M | +2.7% | -7.2% | +10.0% | +2.2% |
| 6M | +14.9% | -0.5% | +15.3% | +14.2% |
| YTD | +23.5% | +50.6% | -27.0% | +21.3% |
| 1Y | +30.4% | +54.8% | -24.5% | +28.0% |
| 3Y | +143.2% | +155.5% | -12.3% | +118.8% |
| All | +143.2% | +153.9% | -10.6% | +118.8% |
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