-58.7%
FIG vs PM
+18.7%
-77.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.2% |
| 7D | -14.5% | -1.2% | -13.3% | -14.6% |
| 30D | -13.3% | -0.2% | -13.2% | -13.4% |
| 3M | +7.4% | +4.9% | +2.5% | +9.1% |
| 6M | -27.8% | +9.0% | -36.8% | -26.2% |
| YTD | -41.1% | +17.8% | -58.9% | -37.3% |
| 1Y | -58.7% | +16.8% | -75.5% | -54.7% |
| All | -58.7% | +18.7% | -77.4% | -54.7% |
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