+35.5%
PM vs FGI
+46.9%
-11.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -5.2% | -7.0% | +1.7% | -5.3% |
| 30D | +2.7% | -4.2% | +6.9% | +2.7% |
| 3M | +5.2% | +55.6% | -50.4% | +6.4% |
| 6M | +17.0% | -3.2% | +20.2% | +17.3% |
| YTD | +25.5% | +29.1% | -3.6% | +28.0% |
| 1Y | +35.5% | +51.0% | -15.5% | +36.0% |
| All | +35.5% | +46.9% | -11.4% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling