+234.7%
PM vs FFIV
+132.4%
+102.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.8% |
| 7D | -7.3% | -2.1% | -5.2% | -7.0% |
| 30D | -4.0% | -33.8% | +29.8% | +2.0% |
| 3M | +2.7% | -20.6% | +23.4% | +5.5% |
| 6M | +14.9% | -10.2% | +25.1% | +14.6% |
| YTD | +23.5% | +24.5% | -0.9% | +14.6% |
| 1Y | +30.4% | +29.3% | +1.1% | +19.8% |
| 3Y | +143.2% | +103.8% | +39.4% | +95.2% |
| 5Y | +159.5% | +40.9% | +118.6% | +124.4% |
| 10Y | +234.7% | +126.6% | +108.1% | +128.2% |
| All | +234.7% | +132.4% | +102.2% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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