+115.9%
PM vs FBTC
+62.0%
+53.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.2% |
| 30D | -0.2% | +22.3% | -22.4% | +0.1% |
| 3M | +4.9% | +26.0% | -21.1% | +5.2% |
| 6M | +9.0% | +13.2% | -4.1% | +9.5% |
| YTD | +17.8% | -10.7% | +28.5% | +17.8% |
| 1Y | +16.8% | -30.0% | +46.8% | +16.3% |
| All | +115.9% | +62.0% | +53.8% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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