+198.6%
PM vs FITB
+285.0%
-86.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | +2.8% | -4.1% | -1.9% |
| 30D | -2.6% | -4.5% | +2.0% | -1.6% |
| 3M | +5.8% | +5.7% | +0.1% | +4.4% |
| 6M | +10.6% | +17.1% | -6.6% | +6.3% |
| YTD | +17.2% | +18.3% | -1.2% | +12.0% |
| 1Y | +17.6% | +23.9% | -6.3% | +11.0% |
| 3Y | +124.3% | +131.1% | -6.8% | +77.6% |
| 5Y | +125.1% | +71.1% | +54.0% | +87.5% |
| 10Y | +198.6% | +283.9% | -85.3% | +95.7% |
| All | +198.6% | +285.0% | -86.4% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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