+2,122.4%
FDS vs PFG
+1,015.3%
+1,107.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | -1.9% | +5.5% | -7.4% | -3.5% |
| 30D | +9.0% | +2.4% | +6.7% | +8.2% |
| 3M | +18.9% | +13.6% | +5.3% | +14.5% |
| 6M | +35.1% | +27.9% | +7.2% | +25.5% |
| YTD | +5.5% | +35.6% | -30.1% | -3.9% |
| 1Y | -16.8% | +48.5% | -65.3% | -26.4% |
| 3Y | -28.1% | +66.9% | -94.9% | -39.2% |
| 5Y | -17.4% | +111.0% | -128.4% | -35.9% |
| 10Y | +85.4% | +244.5% | -159.1% | +16.3% |
| All | +2,122.4% | +1,015.3% | +1,107.1% | +675.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling