+46.9%
PM vs IRE
-97.6%
+144.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.2% | +24.8% | +1.1% |
| 7D | +4.3% | -46.8% | +51.1% | +3.2% |
| 30D | +11.5% | -75.5% | +87.0% | +9.2% |
| 3M | +13.0% | -79.4% | +92.5% | +10.7% |
| 6M | +25.9% | -91.3% | +117.2% | +23.4% |
| YTD | +34.0% | -90.8% | +124.8% | +33.3% |
| 1Y | +46.9% | -97.7% | +144.6% | +42.0% |
| All | +46.9% | -97.6% | +144.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling