+373.7%
PM vs USFR
+28.6%
+345.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | +0.1% | -7.1% | -7.1% |
| 30D | -2.8% | +0.4% | -3.2% | -2.8% |
| 3M | +6.3% | +1.1% | +5.3% | +6.2% |
| 6M | +9.6% | +2.1% | +7.6% | +9.4% |
| YTD | +25.6% | +3.4% | +22.1% | +25.2% |
| 1Y | +29.7% | +4.1% | +25.6% | +29.2% |
| 3Y | +147.6% | +14.4% | +133.2% | +145.4% |
| 5Y | +160.1% | +21.4% | +138.7% | +157.4% |
| 10Y | +260.9% | +28.5% | +232.4% | +255.7% |
| All | +373.7% | +28.6% | +345.1% | +358.9% |
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