+160.1%
PM vs TE
-80.5%
+240.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +1.1% |
| 7D | -7.1% | -22.0% | +14.9% | -7.4% |
| 30D | -2.8% | -33.6% | +30.8% | -3.3% |
| 3M | +6.3% | -61.1% | +67.4% | +5.1% |
| 6M | +9.6% | -64.7% | +74.4% | +8.3% |
| YTD | +25.6% | -68.1% | +93.7% | +24.1% |
| 1Y | +29.7% | -51.7% | +81.4% | +28.5% |
| 3Y | +147.6% | +42.0% | +105.6% | +146.0% |
| 5Y | +160.1% | -80.8% | +240.9% | +171.6% |
| All | +160.1% | -80.5% | +240.6% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling