-15.1%
F vs PM
+160.6%
-175.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | -0.6% | -7.3% | +6.6% | +1.2% |
| 30D | +2.9% | -4.0% | +6.9% | +3.8% |
| 3M | -9.5% | +2.7% | -12.2% | -10.2% |
| 6M | +4.0% | +14.9% | -10.8% | 0.0% |
| YTD | -1.3% | +23.5% | -24.8% | -7.2% |
| 1Y | -1.9% | +30.4% | -32.3% | -9.4% |
| 3Y | +53.5% | +143.2% | -89.7% | -3.0% |
| 5Y | -15.1% | +159.5% | -174.6% | -48.7% |
| All | -15.1% | +160.6% | -175.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling