+843.8%
PM vs FITB
+336.0%
+507.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +6.1% | -6.1% | +12.2% | +6.9% |
| 6M | +18.0% | +5.9% | +12.1% | +17.0% |
| YTD | +26.6% | +16.1% | +10.5% | +23.7% |
| 1Y | +36.7% | +28.8% | +7.8% | +31.8% |
| 3Y | +146.0% | +126.0% | +20.0% | +118.5% |
| 5Y | +164.1% | +45.3% | +118.8% | +145.2% |
| 10Y | +238.8% | +255.4% | -16.6% | +173.3% |
| All | +843.8% | +336.0% | +507.8% | +603.2% |
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 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