+146.7%
PM vs FFIV
+102.3%
+44.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | -7.1% | -2.9% | -4.1% | -7.1% |
| 30D | -2.8% | -32.4% | +29.6% | -3.3% |
| 3M | +6.3% | -22.7% | +29.0% | +5.9% |
| 6M | +9.6% | -10.7% | +20.3% | +8.6% |
| YTD | +25.6% | +25.4% | +0.2% | +22.2% |
| 1Y | +29.7% | +34.2% | -4.5% | +25.6% |
| All | +146.7% | +102.3% | +44.5% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling