+120.0%
PM vs FGI
-70.4%
+190.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.5% | -1.9% |
| 7D | -4.9% | +0.5% | -5.4% | -4.9% |
| 30D | -3.4% | +65.4% | -68.8% | -3.1% |
| 3M | +5.2% | +23.5% | -18.3% | +5.4% |
| 6M | +3.7% | +60.5% | -56.8% | +3.9% |
| YTD | +15.8% | +30.0% | -14.2% | +16.0% |
| 1Y | +17.4% | +82.1% | -64.7% | +17.1% |
| 3Y | +116.9% | -4.4% | +121.3% | +117.2% |
| All | +120.0% | -70.4% | +190.4% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling