+852.8%
PM vs FIX
+9,428.7%
-8,575.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.6% | +7.0% | -3.1% |
| 7D | -3.4% | -27.2% | +23.9% | +0.5% |
| 30D | +5.8% | -46.9% | +52.8% | +14.6% |
| 3M | +6.7% | -44.4% | +51.1% | +14.3% |
| 6M | +19.9% | -50.9% | +70.8% | +29.5% |
| YTD | +27.8% | +3.5% | +24.3% | +22.1% |
| 1Y | +39.4% | -2.1% | +41.5% | +33.8% |
| 3Y | +146.9% | +418.7% | -271.9% | +66.7% |
| 5Y | +166.6% | +894.6% | -727.9% | +54.9% |
| 10Y | +242.1% | +3,465.5% | -3,223.4% | +47.6% |
| All | +852.8% | +9,428.7% | -8,575.8% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling