-83.2%
FIG vs PM
+24.7%
-108.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.1% |
| 7D | -12.6% | -7.3% | -5.3% | -12.5% |
| 30D | -13.8% | -4.0% | -9.8% | -13.4% |
| 3M | -16.7% | +2.7% | -19.4% | -16.2% |
| 6M | -6.1% | +14.9% | -21.0% | -3.8% |
| YTD | -48.1% | +23.5% | -71.6% | -46.1% |
| 1Y | -56.2% | +30.4% | -86.5% | -53.9% |
| All | -83.2% | +24.7% | -108.0% | -82.4% |
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