+117.4%
PM vs FFIV
+91.3%
+26.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +5.2% | -4.5% | +9.6% | +5.3% |
| 6M | +3.7% | +36.5% | -32.8% | -0.4% |
| YTD | +15.8% | +53.0% | -37.2% | +9.3% |
| 1Y | +17.4% | +24.2% | -6.8% | +13.6% |
| 3Y | +116.9% | +137.2% | -20.3% | +86.9% |
| All | +117.4% | +91.3% | +26.1% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling