+66.9%
FBTC vs PFG
+60.9%
+5.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | +1.5% | +6.0% | -4.4% | -1.6% |
| 30D | +20.7% | +2.2% | +18.5% | +19.2% |
| 3M | +23.7% | +10.4% | +13.3% | +16.8% |
| 6M | +15.0% | +27.8% | -12.8% | -0.4% |
| YTD | -10.5% | +33.6% | -44.2% | -24.6% |
| 1Y | -30.3% | +49.3% | -79.6% | -45.3% |
| All | +66.9% | +60.9% | +5.9% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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