+150.6%
PM vs TLN
+630.2%
-479.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -1.5% |
| 7D | -5.2% | -1.3% | -3.9% | -5.2% |
| 30D | +2.7% | -10.5% | +13.2% | +2.3% |
| 3M | +6.1% | +0.1% | +6.0% | +6.3% |
| 6M | +18.0% | -17.4% | +35.4% | +17.8% |
| YTD | +26.6% | -9.7% | +36.2% | +26.7% |
| 1Y | +36.7% | -12.3% | +48.9% | +36.8% |
| 3Y | +146.0% | +528.3% | -382.3% | +132.9% |
| All | +150.6% | +630.2% | -479.7% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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