+19.9%
PM vs FE
+2.8%
+17.1%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.5% |
| 7D | -3.4% | +0.6% | -3.9% | -3.7% |
| 30D | +5.8% | +6.4% | -0.6% | +2.3% |
| 3M | +6.7% | -0.5% | +7.1% | +7.1% |
| 6M | +19.9% | +4.7% | +15.1% | +16.1% |
| All | +19.9% | +2.8% | +17.1% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling