+272.5%
PM vs USFR
+28.6%
+243.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | -3.2% | +0.4% | -3.6% | -3.3% |
| 3M | +6.2% | +1.1% | +5.2% | +6.1% |
| 6M | +7.7% | +2.0% | +5.6% | +7.4% |
| YTD | +27.3% | +3.5% | +23.8% | +26.7% |
| 1Y | +32.8% | +4.1% | +28.7% | +32.1% |
| 3Y | +150.0% | +14.4% | +135.7% | +150.4% |
| 5Y | +164.2% | +21.4% | +142.8% | +167.8% |
| All | +272.5% | +28.6% | +243.9% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling