+104.2%
FE vs PFG
+195.7%
-91.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +5.2% | +2.0% | +3.2% | +4.6% |
| 3M | 0.0% | -3.2% | +3.1% | +0.5% |
| 6M | +5.0% | +10.9% | -5.9% | +2.1% |
| YTD | +7.9% | +28.8% | -21.0% | +0.8% |
| 1Y | +6.3% | +39.2% | -32.8% | -2.6% |
| 3Y | +46.0% | +75.0% | -29.0% | +24.2% |
| 5Y | +45.6% | +91.9% | -46.3% | +19.1% |
| All | +104.2% | +195.7% | -91.5% | +45.2% |
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 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