+285.0%
PM vs FWONK
+274.4%
+10.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | -2.6% | -7.7% | +5.1% | -1.1% |
| 3M | +5.8% | +9.3% | -3.5% | +3.9% |
| 6M | +10.6% | +13.3% | -2.8% | +7.7% |
| YTD | +17.2% | -3.6% | +20.8% | +17.5% |
| 1Y | +17.6% | -6.8% | +24.4% | +18.5% |
| 3Y | +124.3% | +43.9% | +80.4% | +106.0% |
| 5Y | +125.1% | +94.4% | +30.6% | +92.2% |
| 10Y | +198.6% | +353.8% | -155.2% | +114.4% |
| All | +285.0% | +274.4% | +10.6% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling