+126.0%
FDS vs PFG
+195.4%
-69.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.0% | +3.0% | -4.9% | -3.0% |
| 30D | +13.5% | +8.2% | +5.4% | +10.4% |
| 3M | +15.2% | +2.7% | +12.5% | +13.9% |
| 6M | +47.0% | +17.2% | +29.8% | +39.3% |
| YTD | +13.9% | +34.8% | -20.9% | +2.7% |
| 1Y | +25.2% | +43.6% | -18.4% | +10.4% |
| 3Y | -25.3% | +85.4% | -110.8% | -40.5% |
| 5Y | -23.3% | +102.2% | -125.5% | -41.6% |
| 10Y | +126.0% | +190.2% | -64.2% | +35.4% |
| All | +126.0% | +195.4% | -69.4% | +35.4% |
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