+168.1%
PM vs FIX
+933.9%
-765.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.8% |
| 7D | -5.2% | -17.5% | +12.2% | -5.2% |
| 30D | +2.7% | -41.6% | +44.3% | +2.9% |
| 3M | +6.1% | -40.6% | +46.7% | +6.3% |
| 6M | +18.0% | -49.4% | +67.4% | +18.5% |
| YTD | +26.6% | +9.2% | +17.4% | +23.8% |
| 1Y | +36.7% | +6.5% | +30.2% | +33.7% |
| 3Y | +146.0% | +448.7% | -302.7% | +104.1% |
| All | +168.1% | +933.9% | -765.8% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling