+1,157.0%
FTI vs PFG
+109.8%
+1,047.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.1% |
| 7D | -2.3% | +3.2% | -5.5% | -4.5% |
| 30D | +5.0% | +0.9% | +4.1% | +4.1% |
| 3M | +13.8% | +7.7% | +6.1% | +7.6% |
| 6M | +22.9% | +29.0% | -6.1% | +2.6% |
| YTD | +75.0% | +32.5% | +42.5% | +42.8% |
| 1Y | +96.9% | +47.3% | +49.6% | +48.5% |
| 3Y | +276.7% | +68.2% | +208.5% | +155.1% |
| 5Y | +1,157.0% | +108.5% | +1,048.5% | +565.7% |
| All | +1,157.0% | +109.8% | +1,047.2% | +565.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling