+19.9%
PM vs IRE
-94.4%
+114.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -33.9% | +29.3% | -5.9% |
| 7D | -3.4% | -57.1% | +53.8% | -6.1% |
| 30D | +5.8% | -84.4% | +90.3% | -0.9% |
| 3M | +6.7% | -85.0% | +91.6% | +0.5% |
| 6M | +19.9% | -95.2% | +115.1% | +11.6% |
| All | +19.9% | -94.4% | +114.2% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling