-83.6%
FIG vs PM
+26.8%
-110.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.8% |
| 7D | -14.3% | -7.1% | -7.2% | -14.2% |
| 30D | -13.6% | -2.8% | -10.8% | -13.2% |
| 3M | -23.7% | +6.3% | -30.1% | -23.2% |
| 6M | -5.4% | +9.6% | -15.0% | -3.5% |
| YTD | -49.2% | +25.6% | -74.8% | -47.2% |
| 1Y | -57.4% | +29.7% | -87.0% | -55.2% |
| All | -83.6% | +26.8% | -110.4% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling