+160.1%
PM vs TRV
+178.6%
-18.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -7.1% | -2.4% | -4.7% | -6.4% |
| 30D | -2.8% | +7.5% | -10.3% | -4.9% |
| 3M | +6.3% | +6.7% | -0.4% | +4.3% |
| 6M | +9.6% | +35.5% | -25.8% | +0.2% |
| YTD | +25.6% | +39.3% | -13.7% | +14.0% |
| 1Y | +29.7% | +41.8% | -12.1% | +17.1% |
| 3Y | +147.6% | +147.3% | +0.3% | +88.1% |
| 5Y | +160.1% | +178.3% | -18.2% | +89.9% |
| All | +160.1% | +178.6% | -18.4% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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