+193.2%
PM vs TE
-49.8%
+243.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | -1.2% | +15.0% | -16.2% | -1.0% |
| 30D | -0.2% | -7.5% | +7.4% | -0.2% |
| 3M | +4.9% | -42.0% | +46.9% | +4.5% |
| 6M | +9.0% | -31.4% | +40.5% | +8.8% |
| YTD | +17.8% | -26.5% | +44.3% | +17.6% |
| 1Y | +16.8% | +153.1% | -136.3% | +17.3% |
| 3Y | +125.4% | -20.7% | +146.1% | +132.8% |
| 5Y | +128.7% | -45.4% | +174.1% | +138.5% |
| All | +193.2% | -49.8% | +243.0% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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