+184.1%
FTI vs PFG
+184.0%
+0.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.7% |
| 7D | +4.3% | +2.4% | +1.9% | +2.4% |
| 30D | -4.7% | +5.9% | -10.5% | -9.4% |
| 3M | -13.5% | -0.4% | -13.1% | -14.3% |
| 6M | -8.7% | +14.8% | -23.6% | -19.8% |
| YTD | +49.0% | +31.9% | +17.1% | +16.4% |
| 1Y | +54.0% | +38.8% | +15.2% | +15.4% |
| 3Y | +211.6% | +82.4% | +129.2% | +83.2% |
| 5Y | +881.9% | +94.7% | +787.2% | +424.3% |
| All | +184.1% | +184.0% | +0.2% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling