+36.1%
PM vs IRE
-98.0%
+134.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -33.9% | +29.3% | -5.2% |
| 7D | -3.4% | -57.1% | +53.8% | -4.6% |
| 30D | +5.8% | -84.4% | +90.3% | +3.0% |
| 3M | +6.7% | -85.0% | +91.6% | +4.0% |
| 6M | +19.9% | -95.2% | +115.1% | +16.9% |
| YTD | +27.8% | -93.9% | +121.7% | +26.3% |
| 1Y | +39.4% | -98.8% | +138.2% | +34.9% |
| All | +36.1% | -98.0% | +134.1% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling