+46.9%
PM vs TRU
+2.1%
+44.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.3% |
| 7D | +4.3% | +10.5% | -6.3% | +3.6% |
| 30D | +11.5% | +28.7% | -17.2% | +9.4% |
| 3M | +13.0% | +0.7% | +12.4% | +13.4% |
| 6M | +25.9% | +19.3% | +6.6% | +25.4% |
| YTD | +34.0% | -3.7% | +37.7% | +37.3% |
| 1Y | +46.9% | +3.4% | +43.5% | +46.2% |
| All | +46.9% | +2.1% | +44.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling