+66.4%
FBTC vs PFGC
+35.0%
+31.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.1% | -3.7% | +4.8% | +2.6% |
| 30D | +22.3% | -16.0% | +38.2% | +30.6% |
| 3M | +26.0% | -4.1% | +30.1% | +27.2% |
| 6M | +13.2% | +8.7% | +4.4% | +7.9% |
| YTD | -10.7% | +6.4% | -17.1% | -14.9% |
| 1Y | -30.0% | -8.4% | -21.6% | -28.3% |
| All | +66.4% | +35.0% | +31.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling