+192.8%
PM vs FFIV
+216.0%
-23.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -4.9% | -1.0% | -3.9% | -4.8% |
| 30D | -3.4% | -5.1% | +1.7% | -2.7% |
| 3M | +5.2% | -4.5% | +9.6% | +5.5% |
| 6M | +3.7% | +36.5% | -32.8% | -3.3% |
| YTD | +15.8% | +53.0% | -37.2% | +5.0% |
| 1Y | +17.4% | +24.2% | -6.8% | +10.8% |
| 3Y | +116.9% | +137.2% | -20.3% | +73.0% |
| 5Y | +117.3% | +91.8% | +25.5% | +78.5% |
| All | +192.8% | +216.0% | -23.2% | +95.3% |
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