+102.0%
FTI vs PFG
+51.4%
+50.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +5.3% | +5.5% | -0.3% | +4.2% |
| 30D | +15.3% | +2.4% | +13.0% | +14.9% |
| 3M | +15.8% | +13.6% | +2.2% | +12.0% |
| 6M | +22.6% | +27.9% | -5.3% | +14.2% |
| YTD | +79.5% | +35.6% | +44.0% | +63.4% |
| 1Y | +102.0% | +48.5% | +53.6% | +80.9% |
| All | +102.0% | +51.4% | +50.7% | +80.9% |
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