+150.0%
PM vs TRI
-10.1%
+160.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.5% | -2.9% | +3.5% | +0.8% |
| 30D | -3.2% | +3.7% | -6.9% | -3.6% |
| 3M | +6.2% | +3.7% | +2.5% | +5.6% |
| 6M | +7.7% | +35.1% | -27.5% | +4.5% |
| YTD | +27.3% | -14.0% | +41.3% | +32.7% |
| 1Y | +32.8% | -19.0% | +51.7% | +40.4% |
| 3Y | +150.0% | -12.0% | +162.0% | +171.9% |
| All | +150.0% | -10.1% | +160.2% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling