+232.4%
PM vs TPR
+383.4%
-151.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -5.2% | +14.2% | -19.4% | -7.2% |
| 30D | +2.7% | +17.1% | -14.4% | +0.2% |
| 3M | +6.1% | -17.7% | +23.8% | +8.7% |
| 6M | +18.0% | -10.2% | +28.2% | +18.8% |
| YTD | +26.6% | +4.9% | +21.7% | +24.0% |
| 1Y | +36.7% | +36.1% | +0.5% | +28.4% |
| 3Y | +146.0% | +416.5% | -270.5% | +79.2% |
| 5Y | +164.1% | +254.8% | -90.7% | +100.2% |
| All | +232.4% | +383.4% | -151.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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