+32.9%
PFE vs FTI
+304.2%
-271.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +3.8% | +12.3% | -8.5% | +2.8% |
| 3M | +10.4% | +13.8% | -3.4% | +9.1% |
| 6M | +6.3% | +24.3% | -18.0% | +4.0% |
| YTD | +17.4% | +75.8% | -58.4% | +11.5% |
| 1Y | +21.1% | +99.6% | -78.5% | +13.8% |
| 3Y | -1.6% | +278.4% | -280.0% | -13.4% |
| 5Y | -22.2% | +1,168.7% | -1,190.8% | -40.2% |
| 10Y | +32.9% | +297.5% | -264.6% | +7.6% |
| All | +32.9% | +304.2% | -271.4% | +7.6% |
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