+2,112.4%
FTI vs PNC
+693.2%
+1,419.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -0.2% | +2.3% | -2.5% | -1.3% |
| 30D | +12.3% | -3.8% | +16.2% | +14.4% |
| 3M | +13.8% | +7.8% | +6.0% | +9.3% |
| 6M | +24.3% | +19.7% | +4.6% | +13.2% |
| YTD | +75.8% | +19.1% | +56.7% | +60.0% |
| 1Y | +99.6% | +23.1% | +76.5% | +78.4% |
| 3Y | +278.4% | +132.1% | +146.3% | +145.0% |
| 5Y | +1,168.7% | +52.2% | +1,116.5% | +899.3% |
| 10Y | +297.5% | +271.4% | +26.1% | +124.1% |
| All | +2,112.4% | +693.2% | +1,419.2% | +666.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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