+87.0%
PR vs FGI
+38.7%
+48.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.0% | -1.5% | -6.6% |
| 7D | -12.1% | +3.3% | -15.5% | -12.0% |
| 30D | +0.9% | -2.0% | +2.9% | +0.9% |
| 3M | +10.1% | +60.3% | -50.1% | +12.6% |
| 6M | +1.1% | +0.7% | +0.4% | +2.6% |
| YTD | +63.7% | +30.2% | +33.5% | +72.7% |
| 1Y | +87.0% | +44.4% | +42.7% | +93.3% |
| All | +87.0% | +38.7% | +48.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling