+475.5%
F vs PM
+752.6%
-277.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +2.5% |
| 7D | +5.3% | -4.9% | +10.2% | +8.1% |
| 30D | +4.6% | -3.4% | +8.0% | +6.3% |
| 3M | -3.7% | +5.2% | -8.8% | -7.0% |
| 6M | +16.8% | +3.7% | +13.1% | +12.4% |
| YTD | +15.3% | +15.8% | -0.5% | +4.1% |
| 1Y | +31.0% | +17.4% | +13.6% | +16.5% |
| 3Y | +45.4% | +116.9% | -71.5% | -14.9% |
| 5Y | +54.7% | +117.3% | -62.7% | -10.9% |
| 10Y | +98.2% | +193.8% | -95.5% | -13.4% |
| All | +475.5% | +752.6% | -277.1% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling