+125.1%
PM vs TRU
-35.2%
+160.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.4% |
| 7D | -1.3% | -7.2% | +5.9% | -0.7% |
| 30D | -2.6% | -2.8% | +0.3% | -2.3% |
| 3M | +5.8% | +13.0% | -7.2% | +4.9% |
| 6M | +10.6% | +0.7% | +9.9% | +10.3% |
| YTD | +17.2% | -9.0% | +26.2% | +17.6% |
| 1Y | +17.6% | -16.3% | +34.0% | +18.7% |
| 3Y | +124.3% | -1.1% | +125.3% | +118.6% |
| 5Y | +125.1% | -36.0% | +161.1% | +128.9% |
| All | +125.1% | -35.2% | +160.3% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling