+98.3%
PFE vs FTI
+1,731.3%
-1,633.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | -0.7% | -3.3% | +2.6% | -0.3% |
| 30D | +5.3% | -7.2% | +12.6% | +6.2% |
| 3M | +10.1% | -12.9% | +23.0% | +11.9% |
| 6M | +18.0% | -7.9% | +25.9% | +18.7% |
| YTD | +25.8% | +45.2% | -19.4% | +18.5% |
| 1Y | +28.4% | +48.1% | -19.6% | +20.7% |
| 3Y | +20.9% | +205.0% | -184.1% | +0.8% |
| 5Y | -21.5% | +838.8% | -860.3% | -46.5% |
| 10Y | +46.2% | +174.8% | -128.6% | +10.3% |
| All | +98.3% | +1,731.3% | -1,633.0% | -7.7% |
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