+117.4%
PM vs FE
+45.0%
+72.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -4.9% | +1.9% | -6.8% | -5.6% |
| 30D | -3.4% | -1.2% | -2.2% | -3.0% |
| 3M | +5.2% | +3.5% | +1.7% | +3.8% |
| 6M | +3.7% | -6.1% | +9.8% | +6.1% |
| YTD | +15.8% | +7.6% | +8.2% | +12.6% |
| 1Y | +17.4% | +11.9% | +5.5% | +12.5% |
| 3Y | +116.9% | +48.4% | +68.5% | +87.1% |
| All | +117.4% | +45.0% | +72.4% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling