+163.1%
PM vs FND
+66.0%
+97.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -4.9% | -5.2% | +0.3% | -4.3% |
| 30D | -3.4% | -19.9% | +16.5% | -1.1% |
| 3M | +5.2% | +2.7% | +2.5% | +4.5% |
| 6M | +3.7% | -21.7% | +25.4% | +5.8% |
| YTD | +15.8% | -17.5% | +33.3% | +17.2% |
| 1Y | +17.4% | -39.3% | +56.7% | +22.6% |
| 3Y | +116.9% | -49.8% | +166.7% | +126.5% |
| 5Y | +117.3% | -60.1% | +177.4% | +127.4% |
| All | +163.1% | +66.0% | +97.0% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling