+43.5%
F vs PM
+142.0%
-98.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +1.6% | -5.2% | +6.8% | +1.8% |
| 30D | +2.6% | +2.7% | -0.1% | +2.6% |
| 3M | -8.8% | +5.2% | -14.0% | -9.0% |
| 6M | +4.6% | +17.0% | -12.4% | +4.2% |
| YTD | -1.9% | +25.5% | -27.4% | -2.1% |
| 1Y | -0.8% | +35.5% | -36.3% | -1.0% |
| 3Y | +43.5% | +143.9% | -100.4% | +11.9% |
| All | +43.5% | +142.0% | -98.5% | +11.9% |
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