+143.2%
PM vs FND
-33.5%
+176.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.5% |
| 7D | -7.3% | +8.5% | -15.8% | -7.5% |
| 30D | -4.0% | +17.2% | -21.2% | -4.4% |
| 3M | +2.7% | -14.9% | +17.7% | +3.0% |
| 6M | +14.9% | +3.1% | +11.8% | +14.8% |
| YTD | +23.5% | -12.4% | +35.9% | +23.8% |
| 1Y | +30.4% | -10.0% | +40.4% | +30.6% |
| 3Y | +143.2% | -31.3% | +174.5% | +133.8% |
| All | +143.2% | -33.5% | +176.7% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling