+125.1%
PM vs USFR
+20.5%
+104.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.6% | +0.3% | -2.9% | -2.8% |
| 3M | +5.8% | +1.0% | +4.8% | +5.1% |
| 6M | +10.6% | +1.9% | +8.6% | +9.3% |
| YTD | +17.2% | +2.7% | +14.5% | +15.2% |
| 1Y | +17.6% | +4.0% | +13.6% | +14.3% |
| 3Y | +124.3% | +14.0% | +110.2% | +131.3% |
| 5Y | +125.1% | +20.4% | +104.7% | +172.3% |
| All | +125.1% | +20.5% | +104.6% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling