+0.7%
PFE vs FTI
+295.6%
-294.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | +5.3% | -3.5% | +1.4% |
| 30D | +10.2% | +15.3% | -5.1% | +9.3% |
| 3M | +12.7% | +15.8% | -3.1% | +11.5% |
| 6M | +10.5% | +22.6% | -12.0% | +8.7% |
| YTD | +20.2% | +79.5% | -59.4% | +14.9% |
| 1Y | +24.1% | +102.0% | -78.0% | +17.7% |
| All | +0.7% | +295.6% | -294.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling