+32.3%
PM vs IRE
-97.7%
+130.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.8% | +16.4% | +0.3% |
| 7D | -6.6% | -41.9% | +35.3% | -7.2% |
| 30D | -3.4% | -75.1% | +71.6% | -5.2% |
| 3M | +5.3% | -82.4% | +87.7% | +3.1% |
| 6M | +15.5% | -95.5% | +111.1% | +13.3% |
| YTD | +24.3% | -93.1% | +117.3% | +23.3% |
| 1Y | +29.7% | -97.8% | +127.5% | +27.0% |
| All | +32.3% | -97.7% | +130.1% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling