+278.0%
FTI vs PFGC
+419.1%
-141.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +5.3% | -2.2% | +7.5% | +6.2% |
| 30D | +15.3% | -11.9% | +27.3% | +21.1% |
| 3M | +15.8% | +5.0% | +10.8% | +12.6% |
| 6M | +22.6% | +8.6% | +14.0% | +16.6% |
| YTD | +79.5% | +9.7% | +69.9% | +68.9% |
| 1Y | +102.0% | -6.3% | +108.3% | +102.4% |
| 3Y | +315.8% | +58.2% | +257.6% | +229.9% |
| 5Y | +1,129.5% | +110.4% | +1,019.1% | +723.8% |
| 10Y | +320.9% | +272.8% | +48.2% | +120.2% |
| All | +278.0% | +419.1% | -141.1% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling