+250.9%
PM vs FE
+110.9%
+140.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -6.6% | -0.5% | -6.1% | -6.4% |
| 30D | -3.4% | +4.3% | -7.8% | -4.9% |
| 3M | +5.3% | +0.4% | +4.9% | +5.2% |
| 6M | +15.5% | +6.9% | +8.6% | +12.8% |
| YTD | +24.3% | +8.0% | +16.2% | +20.8% |
| 1Y | +29.7% | +4.8% | +24.9% | +27.4% |
| 3Y | +144.9% | +49.0% | +96.0% | +111.8% |
| 5Y | +159.0% | +46.2% | +112.8% | +123.0% |
| 10Y | +250.9% | +120.9% | +130.1% | +177.2% |
| All | +250.9% | +110.9% | +140.1% | +177.2% |
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