+162.6%
PM vs TRU
-26.5%
+189.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.7% |
| 3M | +6.2% | +0.2% | +6.0% | +6.1% |
| 6M | +7.7% | +22.4% | -14.7% | +6.0% |
| YTD | +27.3% | -4.8% | +32.1% | +27.2% |
| 1Y | +32.8% | -0.2% | +33.0% | +32.2% |
| 3Y | +150.0% | +57.9% | +92.1% | +131.6% |
| All | +162.6% | -26.5% | +189.0% | +149.2% |
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 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