+128.7%
PM vs TRI
-10.1%
+138.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -1.2% | -8.4% | +7.2% | -0.3% |
| 30D | -0.2% | -6.5% | +6.3% | +0.4% |
| 3M | +4.9% | +18.6% | -13.7% | +2.6% |
| 6M | +9.0% | -10.4% | +19.5% | +10.1% |
| YTD | +17.8% | -23.7% | +41.5% | +23.3% |
| 1Y | +16.8% | -42.5% | +59.3% | +30.2% |
| 3Y | +125.4% | -19.3% | +144.7% | +132.6% |
| 5Y | +128.7% | -9.7% | +138.3% | +125.5% |
| All | +128.7% | -10.1% | +138.8% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling