+763.1%
PM vs FTI
+334.5%
+428.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -4.9% | +5.3% | -10.2% | -5.6% |
| 30D | -3.4% | +15.3% | -18.7% | -5.5% |
| 3M | +5.2% | +15.8% | -10.6% | +2.6% |
| 6M | +3.7% | +22.6% | -18.9% | 0.0% |
| YTD | +15.8% | +79.5% | -63.8% | +5.4% |
| 1Y | +17.4% | +102.0% | -84.7% | +4.8% |
| 3Y | +116.9% | +315.8% | -198.9% | +69.0% |
| 5Y | +117.3% | +1,129.5% | -1,012.2% | +36.2% |
| 10Y | +193.8% | +320.9% | -127.2% | +95.2% |
| All | +763.1% | +334.5% | +428.7% | +366.6% |
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