+260.9%
PM vs FIX
+3,814.3%
-3,553.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -4.0% | +0.6% |
| 7D | -7.1% | +6.4% | -13.5% | -7.8% |
| 30D | -2.8% | -29.1% | +26.3% | +0.3% |
| 3M | +6.3% | -31.1% | +37.5% | +9.7% |
| 6M | +9.6% | -42.8% | +52.5% | +14.8% |
| YTD | +25.6% | +24.6% | +1.0% | +17.3% |
| 1Y | +29.7% | +21.9% | +7.7% | +21.0% |
| 3Y | +147.6% | +524.9% | -377.4% | +60.2% |
| 5Y | +160.1% | +1,092.2% | -932.1% | +40.2% |
| 10Y | +260.9% | +3,759.0% | -3,498.1% | +43.5% |
| All | +260.9% | +3,814.3% | -3,553.3% | +43.5% |
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