+192.1%
PM vs FIX
+5,813.3%
-5,621.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -4.9% | +6.0% | -10.9% | -5.5% |
| 30D | -3.4% | -7.2% | +3.9% | -2.8% |
| 3M | +5.2% | -15.9% | +21.0% | +6.3% |
| 6M | +3.7% | +12.7% | -9.0% | +0.5% |
| YTD | +15.8% | +72.8% | -57.0% | +5.5% |
| 1Y | +17.4% | +122.9% | -105.5% | +2.2% |
| 3Y | +116.9% | +774.3% | -657.4% | +38.6% |
| 5Y | +117.3% | +2,049.5% | -1,932.2% | +10.0% |
| All | +192.1% | +5,813.3% | -5,621.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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