+117.4%
PM vs FITB
+71.5%
+45.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -3.4% | -4.7% | +1.4% | -2.7% |
| 3M | +5.2% | +6.7% | -1.5% | +4.0% |
| 6M | +3.7% | +12.6% | -8.8% | +1.5% |
| YTD | +15.8% | +19.1% | -3.4% | +11.9% |
| 1Y | +17.4% | +22.6% | -5.3% | +12.7% |
| 3Y | +116.9% | +127.1% | -10.2% | +80.2% |
| All | +117.4% | +71.5% | +45.9% | +84.0% |
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