+142.9%
PM vs FGI
-70.3%
+213.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -3.4% | -11.6% | +8.2% | -3.4% |
| 30D | +5.8% | -3.3% | +9.1% | +5.8% |
| 3M | +6.7% | +65.6% | -58.9% | +7.0% |
| 6M | +19.9% | -2.8% | +22.7% | +20.1% |
| YTD | +27.8% | +30.1% | -2.3% | +28.1% |
| 1Y | +39.4% | +50.2% | -10.8% | +39.4% |
| 3Y | +146.9% | -0.4% | +147.3% | +147.1% |
| All | +142.9% | -70.3% | +213.2% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling