+1.6%
PG vs FTI
+267.9%
-266.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | -0.8% | -4.4% | +3.6% | -0.9% |
| 30D | +0.8% | +1.5% | -0.7% | +0.9% |
| 3M | -1.3% | +8.2% | -9.5% | -1.1% |
| 6M | -3.8% | +18.8% | -22.6% | -3.7% |
| YTD | +3.6% | +71.7% | -68.1% | +3.7% |
| 1Y | -5.7% | +90.0% | -95.8% | -5.7% |
| 3Y | +1.6% | +270.5% | -268.9% | +2.5% |
| All | +1.6% | +267.9% | -266.3% | +2.5% |
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