+165.8%
PM vs TPR
+253.5%
-87.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.2% | +14.2% | -19.4% | -6.5% |
| 30D | +2.7% | +17.1% | -14.4% | +1.1% |
| 3M | +5.2% | -17.7% | +22.9% | +6.9% |
| 6M | +17.0% | -10.2% | +27.2% | +17.5% |
| YTD | +25.5% | +4.9% | +20.6% | +23.7% |
| 1Y | +35.5% | +36.1% | -0.6% | +29.8% |
| 3Y | +143.9% | +416.5% | -272.5% | +90.3% |
| All | +165.8% | +253.5% | -87.7% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling