-83.7%
FIG vs PM
+27.8%
-111.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.0% |
| 7D | -13.1% | -5.2% | -7.9% | -13.0% |
| 30D | -13.0% | +2.7% | -15.7% | -12.5% |
| 3M | -21.5% | +6.1% | -27.7% | -21.0% |
| 6M | -2.5% | +18.0% | -20.5% | -0.1% |
| YTD | -49.7% | +26.6% | -76.2% | -47.7% |
| 1Y | -59.1% | +36.7% | -95.8% | -56.9% |
| All | -83.7% | +27.8% | -111.5% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling