-24.4%
FDS vs PFG
+84.7%
-109.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.9% |
| 7D | -5.0% | +2.3% | -7.2% | -5.8% |
| 30D | +13.8% | +7.6% | +6.2% | +10.6% |
| 3M | +14.8% | +2.5% | +12.3% | +13.6% |
| 6M | +47.4% | +16.6% | +30.8% | +39.6% |
| YTD | +14.2% | +34.1% | -19.9% | +3.1% |
| 1Y | +26.6% | +44.1% | -17.4% | +11.5% |
| 3Y | -24.4% | +86.3% | -110.7% | -38.2% |
| All | -24.4% | +84.7% | -109.1% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling