+89.1%
PCG vs FTI
+1,715.2%
-1,626.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -1.1% | -4.3% | +3.3% | -0.3% |
| 30D | +0.1% | -8.0% | +8.1% | +1.5% |
| 3M | -24.4% | -8.0% | -16.4% | -23.7% |
| 6M | -17.7% | -8.7% | -9.0% | -17.0% |
| YTD | -17.4% | +43.9% | -61.3% | -24.3% |
| 1Y | -19.4% | +49.8% | -69.2% | -26.7% |
| 3Y | -18.6% | +211.7% | -230.3% | -37.7% |
| 5Y | +10.2% | +781.6% | -771.3% | -34.8% |
| 10Y | -76.7% | +180.2% | -256.9% | -85.0% |
| All | +89.1% | +1,715.2% | -1,626.1% | -50.7% |
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