+79.3%
PR vs FGI
-4.4%
+83.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | +18.0% | +65.4% | -47.4% | +18.2% |
| 3M | +16.9% | +23.5% | -6.6% | +17.1% |
| 6M | +28.2% | +60.5% | -32.3% | +28.0% |
| YTD | +69.3% | +30.0% | +39.3% | +69.4% |
| 1Y | +69.5% | +82.1% | -12.6% | +66.9% |
| All | +79.3% | -4.4% | +83.7% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling