+36.7%
PM vs FIX
+3.4%
+33.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.4% |
| 7D | -5.2% | -17.5% | +12.2% | -6.5% |
| 30D | +2.7% | -41.6% | +44.3% | -1.7% |
| 3M | +6.1% | -40.6% | +46.7% | +1.9% |
| 6M | +18.0% | -49.4% | +67.4% | +13.4% |
| YTD | +26.6% | +9.2% | +17.4% | +26.6% |
| 1Y | +36.7% | +6.5% | +30.2% | +36.5% |
| All | +36.7% | +3.4% | +33.3% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling