+201.5%
PR vs FGI
-70.3%
+271.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.9% |
| 7D | -16.5% | -11.6% | -5.0% | -16.4% |
| 30D | -4.5% | -3.3% | -1.2% | -4.5% |
| 3M | +8.5% | +65.6% | -57.0% | +7.4% |
| 6M | -3.3% | -2.8% | -0.5% | -3.7% |
| YTD | +55.7% | +30.1% | +25.6% | +52.8% |
| 1Y | +82.0% | +50.2% | +31.9% | +76.8% |
| 3Y | +62.5% | -0.4% | +62.9% | +55.4% |
| All | +201.5% | -70.3% | +271.8% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling