-76.4%
PCG vs FTI
+180.1%
-256.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -2.2% | +1.4% | -3.6% | -2.6% |
| 30D | -0.5% | -6.3% | +5.8% | +0.7% |
| 3M | -24.0% | -13.1% | -10.8% | -22.2% |
| 6M | -18.6% | -8.0% | -10.6% | -18.1% |
| YTD | -17.7% | +47.1% | -64.7% | -25.6% |
| 1Y | -20.0% | +50.7% | -70.7% | -28.2% |
| 3Y | -20.2% | +209.0% | -229.2% | -40.8% |
| 5Y | +8.4% | +847.0% | -838.6% | -42.0% |
| 10Y | -76.4% | +184.3% | -260.7% | -87.8% |
| All | -76.4% | +180.1% | -256.5% | -87.8% |
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