+3,666.6%
FTI vs PFG
+1,015.3%
+2,651.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | +5.3% | +5.5% | -0.3% | +2.5% |
| 30D | +15.3% | +2.4% | +13.0% | +13.8% |
| 3M | +15.8% | +13.6% | +2.2% | +8.4% |
| 6M | +22.6% | +27.9% | -5.3% | +8.3% |
| YTD | +79.5% | +35.6% | +44.0% | +54.2% |
| 1Y | +102.0% | +48.5% | +53.6% | +65.8% |
| 3Y | +315.8% | +66.9% | +249.0% | +222.5% |
| 5Y | +1,129.5% | +111.0% | +1,018.6% | +755.7% |
| 10Y | +320.9% | +244.5% | +76.4% | +145.3% |
| All | +3,666.6% | +1,015.3% | +2,651.3% | +1,204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling