+377.3%
PM vs USFR
+28.5%
+348.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | +2.7% | +0.4% | +2.3% | +2.7% |
| 3M | +6.1% | +1.1% | +5.1% | +6.0% |
| 6M | +18.0% | +2.1% | +16.0% | +17.8% |
| YTD | +26.6% | +3.4% | +23.2% | +26.2% |
| 1Y | +36.7% | +4.1% | +32.6% | +36.1% |
| 3Y | +146.0% | +14.4% | +131.6% | +143.8% |
| 5Y | +164.1% | +21.3% | +142.7% | +161.3% |
| 10Y | +238.8% | +28.5% | +210.3% | +233.9% |
| All | +377.3% | +28.5% | +348.8% | +362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling