+143.2%
PM vs FTI
+210.5%
-67.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -7.3% | -4.3% | -3.0% | -7.3% |
| 30D | -4.0% | -8.0% | +4.0% | -4.1% |
| 3M | +2.7% | -8.0% | +10.8% | +2.6% |
| 6M | +14.9% | -8.7% | +23.5% | +14.6% |
| YTD | +23.5% | +43.9% | -20.4% | +21.8% |
| 1Y | +30.4% | +49.8% | -19.4% | +28.4% |
| 3Y | +143.2% | +211.7% | -68.5% | +132.2% |
| All | +143.2% | +210.5% | -67.3% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling