+182.3%
PM vs FND
+70.0%
+112.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.0% |
| 7D | -6.6% | +6.8% | -13.5% | -7.4% |
| 30D | -3.4% | +13.1% | -16.5% | -4.9% |
| 3M | +5.3% | -13.1% | +18.4% | +6.7% |
| 6M | +15.5% | -0.6% | +16.1% | +14.8% |
| YTD | +24.3% | -15.5% | +39.8% | +25.2% |
| 1Y | +29.7% | -13.7% | +43.4% | +30.2% |
| 3Y | +144.9% | -35.0% | +179.9% | +146.6% |
| 5Y | +159.0% | -60.1% | +219.1% | +171.3% |
| All | +182.3% | +70.0% | +112.3% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling