+159.0%
PM vs TPR
+268.5%
-109.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -6.6% | +12.1% | -18.7% | -7.7% |
| 30D | -3.4% | +16.7% | -20.1% | -4.9% |
| 3M | +5.3% | -17.4% | +22.7% | +7.0% |
| 6M | +15.5% | +2.3% | +13.2% | +14.6% |
| YTD | +24.3% | +7.1% | +17.1% | +22.2% |
| 1Y | +29.7% | +29.5% | +0.2% | +24.9% |
| 3Y | +144.9% | +415.0% | -270.1% | +91.4% |
| 5Y | +159.0% | +261.5% | -102.4% | +108.3% |
| All | +159.0% | +268.5% | -109.5% | +108.3% |
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