+208.8%
PM vs TRI
+191.2%
+17.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | +1.9% | -14.4% | +16.3% | +5.4% |
| 30D | +1.9% | -8.1% | +10.0% | +3.5% |
| 3M | +4.6% | +17.5% | -13.0% | -0.3% |
| 6M | +11.7% | -5.0% | +16.6% | +11.2% |
| YTD | +20.4% | -24.7% | +45.1% | +27.9% |
| 1Y | +19.0% | -41.5% | +60.4% | +37.3% |
| 3Y | +130.4% | -20.3% | +150.7% | +134.2% |
| 5Y | +131.5% | -10.9% | +142.4% | +122.7% |
| All | +208.8% | +191.2% | +17.6% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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