+314.5%
PM vs SFM
+40.3%
+274.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.4% |
| 7D | -5.2% | -1.2% | -4.0% | -5.2% |
| 30D | +2.7% | -24.8% | +27.5% | +4.8% |
| 3M | +5.2% | -43.7% | +48.9% | +10.0% |
| 6M | +17.0% | -37.3% | +54.3% | +20.9% |
| YTD | +25.5% | -38.4% | +63.9% | +29.5% |
| 1Y | +35.5% | -36.9% | +72.4% | +39.4% |
| 3Y | +143.9% | +20.7% | +123.2% | +132.1% |
| 5Y | +161.8% | +103.5% | +58.4% | +133.3% |
| 10Y | +235.9% | +139.7% | +96.2% | +187.1% |
| All | +314.5% | +40.3% | +274.2% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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