+162.6%
PM vs TPR
+230.3%
-67.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -3.2% | +15.1% | -18.3% | -4.6% |
| 3M | +6.2% | +3.5% | +2.7% | +5.7% |
| 6M | +7.7% | +0.4% | +7.2% | +7.0% |
| YTD | +27.3% | +4.6% | +22.7% | +25.5% |
| 1Y | +32.8% | +33.1% | -0.3% | +27.4% |
| 3Y | +150.0% | +396.0% | -246.0% | +95.8% |
| All | +162.6% | +230.3% | -67.7% | +112.1% |
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 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