+168.1%
PM vs FITB
+44.6%
+123.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -5.2% | -1.5% | -3.7% | -5.0% |
| 30D | +2.7% | +5.8% | -3.1% | +1.8% |
| 3M | +6.1% | -6.1% | +12.2% | +7.1% |
| 6M | +18.0% | +5.9% | +12.1% | +16.8% |
| YTD | +26.6% | +16.1% | +10.5% | +23.0% |
| 1Y | +36.7% | +28.8% | +7.8% | +30.3% |
| 3Y | +146.0% | +126.0% | +20.0% | +105.4% |
| All | +168.1% | +44.6% | +123.5% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling