+78.3%
FDS vs PFG
+239.4%
-161.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -5.4% | +6.0% | -11.4% | -7.3% |
| 30D | +1.6% | +2.2% | -0.6% | +0.8% |
| 3M | +17.7% | +10.4% | +7.4% | +14.0% |
| 6M | +29.1% | +27.8% | +1.3% | +18.8% |
| YTD | +1.0% | +33.6% | -32.7% | -8.6% |
| 1Y | -21.6% | +49.3% | -70.9% | -31.9% |
| 3Y | -30.1% | +69.7% | -99.8% | -42.6% |
| 5Y | -20.7% | +111.3% | -132.1% | -40.5% |
| 10Y | +78.3% | +240.3% | -162.0% | +1.8% |
| All | +78.3% | +239.4% | -161.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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