Consider the following data for a particular sample period:

$\backslash$table$[[,$Portfolio P$,$Market Index, M$],[$Average return,$35\%,28\%],[$Beta$,1\mathrm{.}20,1\mathrm{.}00],[$Standard deviation,$42\%,30\%],[$Tracking error $($nonsystematic risk$),),18\%,0]]$

Calculate the following performance measures for portfolio $P$ and the market index: Sharpe, Jensen $($alpha$),$ Treynor, information ratio. The T$-$bill rate during the period was $6\%.$ By which measures did portfolio $P$ outperform the market?