+835.7%
PM vs FFIV
+1,508.1%
-672.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.2% | -8.1% | +2.9% | -3.9% |
| 30D | +2.7% | -33.4% | +36.1% | +9.0% |
| 3M | +5.2% | -24.7% | +30.0% | +9.2% |
| 6M | +17.0% | -8.8% | +25.9% | +17.0% |
| YTD | +25.5% | +21.8% | +3.7% | +18.5% |
| 1Y | +35.5% | +25.3% | +10.2% | +27.2% |
| 3Y | +143.9% | +101.2% | +42.8% | +106.0% |
| 5Y | +161.8% | +40.2% | +121.6% | +133.2% |
| 10Y | +235.9% | +129.0% | +106.9% | +164.7% |
| All | +835.7% | +1,508.1% | -672.3% | +319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling