+17.9%
PM vs TRU
-13.7%
+31.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | +4.7% | -2.7% | +7.4% | +4.9% |
| 30D | +2.6% | -2.0% | +4.7% | +2.8% |
| 3M | +6.6% | +18.4% | -11.9% | +6.2% |
| 6M | +16.5% | +8.9% | +7.6% | +15.7% |
| YTD | +21.2% | -8.9% | +30.1% | +23.0% |
| 1Y | +17.9% | -15.9% | +33.8% | +20.3% |
| All | +17.9% | -13.7% | +31.6% | +20.3% |
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