+883.3%
FTI vs PFGC
+138.1%
+745.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | +4.3% | +3.4% | +0.9% | +3.4% |
| 30D | -4.7% | +16.9% | -21.6% | -9.1% |
| 3M | -13.5% | +6.4% | -19.9% | -15.3% |
| 6M | -8.7% | +16.0% | -24.7% | -13.6% |
| YTD | +49.0% | +23.6% | +25.4% | +36.8% |
| 1Y | +54.0% | +16.6% | +37.4% | +44.3% |
| 3Y | +211.6% | +82.3% | +129.3% | +149.4% |
| All | +883.3% | +138.1% | +745.2% | +608.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling