+227.8%
PR vs FGI
-70.4%
+298.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.7% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | +18.0% | +65.4% | -47.4% | +16.8% |
| 3M | +16.9% | +23.5% | -6.6% | +16.0% |
| 6M | +28.2% | +60.5% | -32.3% | +25.2% |
| YTD | +69.3% | +30.0% | +39.3% | +66.2% |
| 1Y | +69.5% | +82.1% | -12.6% | +60.5% |
| 3Y | +81.7% | -4.4% | +86.1% | +74.1% |
| All | +227.8% | -70.4% | +298.2% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling