+763.1%
PM vs EWT
+716.3%
+46.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.6% |
| 7D | -4.9% | +4.0% | -8.8% | -6.1% |
| 30D | -3.4% | +10.3% | -13.7% | -6.5% |
| 3M | +5.2% | +6.1% | -0.9% | +1.8% |
| 6M | +3.7% | +56.6% | -52.9% | -13.1% |
| YTD | +15.8% | +76.6% | -60.8% | -7.2% |
| 1Y | +17.4% | +97.9% | -80.5% | -10.2% |
| 3Y | +116.9% | +198.0% | -81.1% | +38.2% |
| 5Y | +117.3% | +151.8% | -34.4% | +46.2% |
| 10Y | +193.8% | +514.1% | -320.4% | +35.9% |
| All | +763.1% | +716.3% | +46.8% | +209.3% |
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