+165.8%
PM vs FIX
+933.9%
-768.1%
-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 | +5.2% | -40.6% | +45.8% | +5.4% |
| 6M | +17.0% | -49.4% | +66.4% | +17.5% |
| YTD | +25.5% | +9.2% | +16.3% | +22.8% |
| 1Y | +35.5% | +6.5% | +29.1% | +32.6% |
| 3Y | +143.9% | +448.7% | -304.8% | +102.4% |
| All | +165.8% | +933.9% | -768.1% | +92.3% |
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