+81.0%
F vs PM
+228.8%
-147.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.5% |
| 7D | -0.6% | -7.3% | +6.6% | +2.1% |
| 30D | +2.9% | -4.0% | +6.9% | +4.3% |
| 3M | -9.5% | +2.7% | -12.2% | -10.7% |
| 6M | +4.0% | +14.9% | -10.8% | -2.1% |
| YTD | -1.3% | +23.5% | -24.8% | -10.2% |
| 1Y | -1.9% | +30.4% | -32.3% | -12.8% |
| 3Y | +53.5% | +143.2% | -89.7% | -2.2% |
| 5Y | -15.1% | +159.5% | -174.6% | -47.8% |
| 10Y | +81.0% | +234.7% | -153.7% | +2.0% |
| All | +81.0% | +228.8% | -147.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling