+143.2%
PM vs FE
+47.7%
+95.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -7.3% | -1.1% | -6.1% | -6.8% |
| 30D | -4.0% | +4.6% | -8.6% | -5.9% |
| 3M | +2.7% | -0.8% | +3.6% | +3.1% |
| 6M | +14.9% | +7.3% | +7.6% | +11.5% |
| YTD | +23.5% | +8.3% | +15.2% | +19.4% |
| 1Y | +30.4% | +5.7% | +24.7% | +27.2% |
| 3Y | +143.2% | +49.0% | +94.2% | +107.5% |
| All | +143.2% | +47.7% | +95.5% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling