+124.3%
PM vs FTI
+284.3%
-160.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -2.6% | +12.3% | -14.9% | -2.6% |
| 3M | +5.8% | +13.8% | -8.0% | +5.6% |
| 6M | +10.6% | +24.3% | -13.7% | +10.1% |
| YTD | +17.2% | +75.8% | -58.6% | +15.8% |
| 1Y | +17.6% | +99.6% | -82.0% | +16.0% |
| 3Y | +124.3% | +278.4% | -154.2% | +115.2% |
| All | +124.3% | +284.3% | -160.0% | +115.2% |
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