+211.8%
PM vs FTI
+297.7%
-85.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -1.2% | -2.3% | +1.1% | -0.9% |
| 30D | -0.2% | +5.0% | -5.2% | -0.7% |
| 3M | +4.9% | +13.8% | -8.9% | +3.2% |
| 6M | +9.0% | +22.9% | -13.8% | +6.1% |
| YTD | +17.8% | +75.0% | -57.2% | +10.0% |
| 1Y | +16.8% | +96.9% | -80.1% | +7.5% |
| 3Y | +125.4% | +276.7% | -151.3% | +88.5% |
| 5Y | +128.7% | +1,157.0% | -1,028.3% | +58.2% |
| 10Y | +211.8% | +310.7% | -98.9% | +99.9% |
| All | +211.8% | +297.7% | -85.8% | +99.9% |
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