+836.5%
PM vs FITB
+347.1%
+489.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -7.1% | -0.6% | -6.5% | -7.0% |
| 30D | -2.8% | +7.0% | -9.8% | -3.7% |
| 3M | +6.3% | -4.8% | +11.1% | +6.9% |
| 6M | +9.6% | +13.5% | -3.9% | +7.7% |
| YTD | +25.6% | +19.1% | +6.5% | +22.4% |
| 1Y | +29.7% | +30.8% | -1.1% | +24.8% |
| 3Y | +147.6% | +141.6% | +5.9% | +118.0% |
| 5Y | +160.1% | +48.3% | +111.8% | +140.8% |
| 10Y | +260.9% | +215.9% | +45.0% | +194.5% |
| All | +836.5% | +347.1% | +489.3% | +595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling