+232.4%
PM vs FE
+107.4%
+125.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | +2.7% | +5.2% | -2.5% | +0.9% |
| 3M | +6.1% | 0.0% | +6.2% | +6.1% |
| 6M | +18.0% | +5.0% | +13.0% | +15.9% |
| YTD | +26.6% | +7.9% | +18.7% | +23.1% |
| 1Y | +36.7% | +6.3% | +30.3% | +33.6% |
| 3Y | +146.0% | +46.0% | +100.0% | +113.9% |
| 5Y | +164.1% | +45.6% | +118.4% | +127.3% |
| All | +232.4% | +107.4% | +125.0% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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