+826.4%
PM vs EWT
+589.0%
+237.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -6.6% | -3.7% | -3.0% | -5.8% |
| 30D | -3.4% | -17.2% | +13.7% | +1.9% |
| 3M | +5.3% | -7.3% | +12.7% | +6.8% |
| 6M | +15.5% | -1.5% | +17.0% | +12.8% |
| YTD | +24.3% | +49.0% | -24.8% | +4.2% |
| 1Y | +29.7% | +50.6% | -20.9% | +8.2% |
| 3Y | +144.9% | +148.9% | -4.0% | +64.0% |
| 5Y | +159.0% | +116.1% | +43.0% | +81.4% |
| 10Y | +250.9% | +427.8% | -176.9% | +68.8% |
| All | +826.4% | +589.0% | +237.4% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling