+250.9%
PM vs FTI
+178.7%
+72.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -6.6% | -3.3% | -3.3% | -6.3% |
| 30D | -3.4% | -7.2% | +3.8% | -2.8% |
| 3M | +5.3% | -12.9% | +18.2% | +6.7% |
| 6M | +15.5% | -7.9% | +23.4% | +16.0% |
| YTD | +24.3% | +45.2% | -20.9% | +18.1% |
| 1Y | +29.7% | +48.1% | -18.4% | +23.0% |
| 3Y | +144.9% | +205.0% | -60.1% | +109.2% |
| 5Y | +159.0% | +838.8% | -679.8% | +85.4% |
| 10Y | +250.9% | +174.8% | +76.1% | +135.2% |
| All | +250.9% | +178.7% | +72.3% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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