+139.1%
PM vs FGI
-66.3%
+205.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | +0.2% |
| 7D | -2.4% | +13.5% | -15.9% | -2.4% |
| 30D | -1.3% | +17.1% | -18.4% | -1.3% |
| 3M | +6.5% | +78.0% | -71.5% | +6.9% |
| 6M | +7.0% | +46.4% | -39.4% | +7.3% |
| YTD | +25.8% | +47.7% | -21.9% | +26.1% |
| 1Y | +30.9% | +56.8% | -25.9% | +31.0% |
| 3Y | +148.0% | +12.3% | +135.7% | +148.3% |
| All | +139.1% | -66.3% | +205.4% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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