+266.8%
FTI vs PFGC
+59.5%
+207.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.5% |
| 7D | -5.6% | -4.8% | -0.8% | -4.3% |
| 30D | +0.4% | -17.2% | +17.6% | +5.7% |
| 3M | +8.1% | -6.3% | +14.5% | +9.3% |
| 6M | +16.7% | +8.8% | +7.9% | +11.3% |
| YTD | +70.0% | +4.9% | +65.0% | +63.2% |
| 1Y | +85.4% | -9.5% | +94.9% | +90.0% |
| All | +266.8% | +59.5% | +207.3% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling