-29.9%
FBTC vs PFGC
+15.6%
-45.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.7% |
| 7D | -9.2% | +3.4% | -12.6% | -9.7% |
| 30D | -15.8% | +16.9% | -32.7% | -18.2% |
| 3M | +8.7% | +6.4% | +2.3% | +7.1% |
| 6M | -13.6% | +16.0% | -29.6% | -16.6% |
| YTD | -21.5% | +23.6% | -45.1% | -25.2% |
| 1Y | -29.9% | +16.6% | -46.5% | -33.9% |
| All | -29.9% | +15.6% | -45.5% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling