+44.5%
F vs PM
+146.5%
-101.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.9% |
| 7D | +1.4% | -3.4% | +4.7% | +1.5% |
| 30D | +2.0% | +5.8% | -3.8% | +1.8% |
| 3M | -10.4% | +6.7% | -17.0% | -10.6% |
| 6M | +9.7% | +19.9% | -10.2% | +9.2% |
| YTD | -1.2% | +27.8% | -29.0% | -1.5% |
| 1Y | 0.0% | +39.4% | -39.4% | -0.3% |
| All | +44.5% | +146.5% | -101.9% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling