+128.3%
PM vs FWONK
+44.4%
+83.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | +1.9% | -1.5% | +3.5% | +2.2% |
| 30D | +1.9% | -6.8% | +8.7% | +2.9% |
| 3M | +4.6% | +7.7% | -3.1% | +3.5% |
| 6M | +11.7% | +11.0% | +0.7% | +9.8% |
| YTD | +20.4% | -3.1% | +23.5% | +20.7% |
| 1Y | +19.0% | -3.5% | +22.4% | +19.1% |
| All | +128.3% | +44.4% | +83.9% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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