+117.4%
PM vs FTI
+1,129.5%
-1,012.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -4.9% | +5.3% | -10.2% | -5.1% |
| 30D | -3.4% | +15.3% | -18.7% | -4.1% |
| 3M | +5.2% | +15.8% | -10.6% | +4.3% |
| 6M | +3.7% | +22.6% | -18.9% | +2.4% |
| YTD | +15.8% | +79.5% | -63.8% | +11.7% |
| 1Y | +17.4% | +102.0% | -84.7% | +12.4% |
| 3Y | +116.9% | +315.8% | -198.9% | +95.7% |
| All | +117.4% | +1,129.5% | -1,012.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling