+272.5%
PM vs FE
+126.1%
+146.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | -3.2% | +4.5% | -7.8% | -4.7% |
| 3M | +6.2% | +1.3% | +4.9% | +5.7% |
| 6M | +7.7% | +8.7% | -1.0% | +4.5% |
| YTD | +27.3% | +9.2% | +18.0% | +23.3% |
| 1Y | +32.8% | +7.0% | +25.8% | +29.5% |
| 3Y | +150.0% | +51.4% | +98.6% | +115.0% |
| 5Y | +164.2% | +47.7% | +116.5% | +126.7% |
| All | +272.5% | +126.1% | +146.4% | +193.6% |
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