+46.4%
FBTC vs PFGC
+56.9%
-10.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.9% |
| 7D | -9.2% | +3.4% | -12.6% | -10.3% |
| 30D | -15.8% | +16.9% | -32.7% | -20.9% |
| 3M | +8.7% | +6.4% | +2.3% | +5.8% |
| 6M | -13.6% | +16.0% | -29.6% | -19.4% |
| YTD | -21.5% | +23.6% | -45.1% | -29.5% |
| 1Y | -29.9% | +16.6% | -46.5% | -35.4% |
| All | +46.4% | +56.9% | -10.5% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling