-20.7%
FDS vs PFG
+110.7%
-131.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -5.4% | +6.0% | -11.4% | -7.4% |
| 30D | +1.6% | +2.2% | -0.6% | +0.7% |
| 3M | +17.7% | +10.4% | +7.4% | +13.8% |
| 6M | +29.1% | +27.8% | +1.3% | +18.6% |
| YTD | +1.0% | +33.6% | -32.7% | -8.7% |
| 1Y | -21.6% | +49.3% | -70.9% | -32.0% |
| 3Y | -30.1% | +69.7% | -99.8% | -42.9% |
| 5Y | -20.7% | +111.3% | -132.1% | -37.7% |
| All | -20.7% | +110.7% | -131.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling