-8.7%
FTI vs PFGC
+17.7%
-26.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.4% |
| 7D | +4.3% | +3.4% | +0.9% | +5.4% |
| 30D | -4.7% | +16.9% | -21.6% | +0.5% |
| 3M | -13.5% | +6.4% | -19.9% | -11.0% |
| 6M | -8.7% | +16.0% | -24.7% | +0.3% |
| All | -8.7% | +17.7% | -26.4% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling