+208.8%
PM vs TRU
+144.8%
+64.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.9% | -9.4% | +11.3% | +3.7% |
| 30D | +1.9% | -4.1% | +6.0% | +2.6% |
| 3M | +4.6% | +13.6% | -9.0% | +2.1% |
| 6M | +11.7% | +3.6% | +8.1% | +10.3% |
| YTD | +20.4% | -9.8% | +30.2% | +21.4% |
| 1Y | +19.0% | -13.6% | +32.6% | +20.6% |
| 3Y | +130.4% | -2.0% | +132.3% | +117.7% |
| 5Y | +131.5% | -35.8% | +167.3% | +142.4% |
| All | +208.8% | +144.8% | +64.1% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling