+117.4%
PM vs TPR
+239.8%
-122.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | -2.3% | -2.6% | -4.6% |
| 30D | -3.4% | -23.0% | +19.6% | -1.0% |
| 3M | +5.2% | -12.5% | +17.6% | +6.2% |
| 6M | +3.7% | -21.4% | +25.1% | +5.7% |
| YTD | +15.8% | -3.5% | +19.3% | +15.2% |
| 1Y | +17.4% | +17.4% | 0.0% | +13.8% |
| 3Y | +116.9% | +291.3% | -174.3% | +74.1% |
| All | +117.4% | +239.8% | -122.4% | +73.4% |
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