+119.6%
PM vs FIX
+782.4%
-662.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.9% |
| 7D | -4.9% | +6.0% | -10.9% | -4.7% |
| 30D | -3.4% | -7.2% | +3.9% | -3.6% |
| 3M | +5.2% | -15.9% | +21.0% | +5.0% |
| 6M | +3.7% | +12.7% | -9.0% | +3.7% |
| YTD | +15.8% | +72.8% | -57.0% | +16.6% |
| 1Y | +17.4% | +122.9% | -105.5% | +18.4% |
| All | +119.6% | +782.4% | -662.8% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling