+213.7%
FTI vs PFGC
+485.1%
-271.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +4.3% | +3.4% | +0.9% | +2.9% |
| 30D | -4.7% | +16.9% | -21.6% | -11.3% |
| 3M | -13.5% | +6.4% | -19.9% | -16.7% |
| 6M | -8.7% | +16.0% | -24.7% | -15.8% |
| YTD | +49.0% | +23.6% | +25.4% | +32.0% |
| 1Y | +54.0% | +16.6% | +37.4% | +39.7% |
| 3Y | +211.6% | +82.3% | +129.3% | +131.6% |
| 5Y | +881.9% | +138.7% | +743.2% | +520.9% |
| 10Y | +188.1% | +352.8% | -164.7% | +40.4% |
| All | +213.7% | +485.1% | -271.4% | +40.2% |
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 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