+150.0%
PM vs TRU
+58.0%
+92.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.2% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -3.2% | +21.3% | -24.5% | -4.0% |
| 3M | +6.2% | +0.2% | +6.0% | +6.2% |
| 6M | +7.7% | +22.4% | -14.7% | +7.1% |
| YTD | +27.3% | -4.8% | +32.1% | +27.4% |
| 1Y | +32.8% | -0.2% | +33.0% | +32.7% |
| 3Y | +150.0% | +57.9% | +92.1% | +134.6% |
| All | +150.0% | +58.0% | +92.1% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling