-51.7%
FIG vs PM
+48.8%
-100.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.7% | +5.4% |
| 7D | -4.7% | +4.3% | -8.9% | -4.2% |
| 30D | +0.5% | +11.5% | -10.9% | +1.3% |
| 3M | -18.4% | +13.0% | -31.4% | -17.8% |
| 6M | +10.9% | +25.9% | -15.0% | +14.3% |
| YTD | -40.8% | +34.0% | -74.8% | -36.8% |
| 1Y | -51.7% | +46.9% | -98.6% | -45.8% |
| All | -51.7% | +48.8% | -100.5% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling