+14.1%
PCG vs FTI
+776.4%
-762.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.3% |
| 7D | -1.6% | -7.6% | +6.0% | -0.7% |
| 30D | +1.4% | -7.1% | +8.5% | +2.2% |
| 3M | -23.4% | -8.7% | -14.7% | -22.9% |
| 6M | -19.4% | -14.0% | -5.4% | -18.4% |
| YTD | -18.5% | +42.8% | -61.3% | -23.6% |
| 1Y | -19.5% | +50.4% | -69.9% | -25.2% |
| 3Y | -21.0% | +194.1% | -215.1% | -34.7% |
| All | +14.1% | +776.4% | -762.3% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling