+131.5%
PM vs TDY
+34.3%
+97.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.9% | -1.9% | +3.8% | +2.2% |
| 30D | +1.9% | -12.5% | +14.4% | +4.0% |
| 3M | +4.6% | -0.8% | +5.4% | +4.4% |
| 6M | +11.7% | -9.0% | +20.6% | +13.1% |
| YTD | +20.4% | +16.8% | +3.6% | +16.5% |
| 1Y | +19.0% | +9.5% | +9.5% | +16.1% |
| 3Y | +130.4% | +45.4% | +85.0% | +108.6% |
| 5Y | +131.5% | +37.8% | +93.6% | +106.6% |
| All | +131.5% | +34.3% | +97.2% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling