+30.9%
PM vs FND
-23.4%
+54.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.5% | +0.5% |
| 7D | -2.4% | -5.1% | +2.7% | -2.0% |
| 30D | -1.3% | +9.2% | -10.5% | -2.1% |
| 3M | +6.5% | -17.7% | +24.2% | +8.0% |
| 6M | +7.0% | +2.5% | +4.5% | +6.8% |
| YTD | +25.8% | -19.8% | +45.6% | +27.6% |
| 1Y | +30.9% | -22.7% | +53.6% | +33.4% |
| All | +30.9% | -23.4% | +54.3% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling