+852.8%
PM vs FE
+61.7%
+791.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -3.4% | +0.6% | -3.9% | -3.6% |
| 30D | +5.8% | +6.4% | -0.6% | +3.5% |
| 3M | +6.7% | -0.5% | +7.1% | +6.8% |
| 6M | +19.9% | +4.7% | +15.1% | +17.9% |
| YTD | +27.8% | +8.4% | +19.4% | +24.0% |
| 1Y | +39.4% | +7.2% | +32.2% | +35.7% |
| 3Y | +146.9% | +44.9% | +102.0% | +114.6% |
| 5Y | +166.6% | +46.3% | +120.3% | +128.3% |
| 10Y | +242.1% | +110.3% | +131.8% | +147.1% |
| All | +852.8% | +61.7% | +791.2% | +650.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling