+86.7%
PCG vs FTI
+1,702.1%
-1,615.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.6% |
| 7D | -1.6% | -7.6% | +6.0% | -0.2% |
| 30D | +1.4% | -7.1% | +8.5% | +2.7% |
| 3M | -23.4% | -8.7% | -14.7% | -22.5% |
| 6M | -19.4% | -14.0% | -5.4% | -17.8% |
| YTD | -18.5% | +42.8% | -61.3% | -25.1% |
| 1Y | -19.5% | +50.4% | -69.9% | -26.9% |
| 3Y | -21.0% | +194.1% | -215.1% | -38.8% |
| 5Y | +13.7% | +775.2% | -761.5% | -32.6% |
| 10Y | -77.2% | +189.2% | -266.3% | -85.4% |
| All | +86.7% | +1,702.1% | -1,615.4% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling