+821.1%
PM vs FTI
+248.1%
+572.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -7.3% | -4.3% | -3.0% | -6.7% |
| 30D | -4.0% | -8.0% | +4.0% | -3.0% |
| 3M | +2.7% | -8.0% | +10.8% | +3.6% |
| 6M | +14.9% | -8.7% | +23.5% | +15.6% |
| YTD | +23.5% | +43.9% | -20.4% | +15.8% |
| 1Y | +30.4% | +49.8% | -19.4% | +21.4% |
| 3Y | +143.2% | +211.7% | -68.5% | +97.7% |
| 5Y | +159.5% | +781.6% | -622.1% | +71.4% |
| 10Y | +234.7% | +180.2% | +54.5% | +137.9% |
| All | +821.1% | +248.1% | +572.9% | +412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling