+284.7%
PM vs TRU
+238.0%
+46.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +4.0% | -0.9% |
| 7D | -4.9% | -6.8% | +1.9% | -3.7% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +5.2% | +13.3% | -8.1% | +2.7% |
| 6M | +3.7% | +3.4% | +0.3% | +2.4% |
| YTD | +15.8% | -6.4% | +22.1% | +16.0% |
| 1Y | +17.4% | -9.7% | +27.1% | +18.0% |
| 3Y | +116.9% | +0.1% | +116.8% | +104.7% |
| 5Y | +117.3% | -34.0% | +151.4% | +124.7% |
| 10Y | +193.8% | +147.9% | +45.9% | +120.2% |
| All | +284.7% | +238.0% | +46.7% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling