+66.9%
FBTC vs PFGC
+36.6%
+30.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | +1.5% | -2.4% | +4.0% | +2.5% |
| 30D | +20.7% | -15.8% | +36.4% | +28.8% |
| 3M | +23.7% | -0.6% | +24.2% | +22.9% |
| 6M | +15.0% | +10.7% | +4.4% | +8.9% |
| YTD | -10.5% | +7.6% | -18.1% | -15.1% |
| 1Y | -30.3% | -7.8% | -22.4% | -28.7% |
| All | +66.9% | +36.6% | +30.2% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling