+49.6%
PFE vs FTI
+185.2%
-135.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -4.7% | -4.3% | -0.4% | -4.4% |
| 30D | +3.4% | -8.0% | +11.4% | +4.0% |
| 3M | +9.2% | -8.0% | +17.3% | +9.8% |
| 6M | +15.8% | -8.7% | +24.5% | +16.3% |
| YTD | +23.4% | +43.9% | -20.4% | +19.1% |
| 1Y | +25.8% | +49.8% | -24.0% | +21.0% |
| 3Y | +17.8% | +211.7% | -193.8% | +5.4% |
| 5Y | -20.2% | +781.6% | -801.7% | -36.3% |
| 10Y | +49.6% | +180.2% | -130.6% | +25.9% |
| All | +49.6% | +185.2% | -135.6% | +25.9% |
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 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