+250.9%
PM vs FITB
+231.2%
+19.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -6.6% | +0.5% | -7.1% | -6.7% |
| 30D | -3.4% | +7.0% | -10.5% | -5.0% |
| 3M | +5.3% | -4.4% | +9.7% | +6.3% |
| 6M | +15.5% | +11.6% | +4.0% | +12.3% |
| YTD | +24.3% | +18.6% | +5.6% | +18.6% |
| 1Y | +29.7% | +29.8% | -0.1% | +21.0% |
| 3Y | +144.9% | +140.7% | +4.2% | +91.6% |
| 5Y | +159.0% | +48.6% | +110.4% | +123.5% |
| 10Y | +250.9% | +224.4% | +26.5% | +141.2% |
| All | +250.9% | +231.2% | +19.7% | +141.2% |
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