-75.2%
PCG vs FTI
+304.2%
-379.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.1% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | -15.1% | +12.3% | -27.5% | -17.4% |
| 3M | -9.8% | +13.8% | -23.6% | -12.8% |
| 6M | -18.0% | +24.3% | -42.3% | -22.5% |
| YTD | -7.2% | +75.8% | -83.0% | -18.9% |
| 1Y | +2.9% | +99.6% | -96.8% | -12.8% |
| 3Y | -11.1% | +278.4% | -289.5% | -36.7% |
| 5Y | +61.8% | +1,168.7% | -1,106.9% | -18.9% |
| 10Y | -75.2% | +297.5% | -372.7% | -88.1% |
| All | -75.2% | +304.2% | -379.4% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling