+54.6%
FTI vs PFG
+46.8%
+7.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -3.8% |
| 7D | -9.7% | +4.9% | -14.6% | -10.2% |
| 30D | -8.2% | +5.7% | -13.8% | -8.9% |
| 3M | -7.8% | +2.6% | -10.4% | -7.9% |
| 6M | -13.4% | +19.8% | -33.2% | -17.7% |
| YTD | +45.1% | +36.3% | +8.8% | +28.7% |
| 1Y | +54.6% | +47.9% | +6.7% | +31.7% |
| All | +54.6% | +46.8% | +7.8% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling