+150.0%
PM vs FFIV
+95.4%
+54.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.8% | +1.1% |
| 7D | +0.5% | -0.5% | +1.1% | +0.5% |
| 30D | -3.2% | -32.4% | +29.2% | -3.7% |
| 3M | +6.2% | -25.7% | +31.9% | +5.8% |
| 6M | +7.7% | -13.5% | +21.2% | +6.6% |
| YTD | +27.3% | +21.1% | +6.2% | +23.8% |
| 1Y | +32.8% | +29.4% | +3.4% | +28.6% |
| 3Y | +150.0% | +94.9% | +55.1% | +127.7% |
| All | +150.0% | +95.4% | +54.6% | +127.7% |
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