+291.9%
FTI vs PFG
+247.4%
+44.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.5% |
| 7D | -5.6% | -3.0% | -2.6% | -3.4% |
| 30D | +0.4% | +2.5% | -2.1% | -1.9% |
| 3M | +8.1% | +6.1% | +2.1% | +2.1% |
| 6M | +16.7% | +31.3% | -14.6% | -7.2% |
| YTD | +70.0% | +33.6% | +36.4% | +32.7% |
| 1Y | +85.4% | +48.5% | +36.9% | +32.2% |
| 3Y | +265.9% | +69.6% | +196.3% | +129.7% |
| 5Y | +1,072.7% | +111.5% | +961.3% | +492.5% |
| All | +291.9% | +247.4% | +44.4% | +41.2% |
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