+109.2%
FE vs PFG
+239.4%
-130.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +0.6% | +6.0% | -5.4% | -0.8% |
| 30D | -2.1% | +2.2% | -4.4% | -2.7% |
| 3M | +2.6% | +10.4% | -7.7% | +0.1% |
| 6M | -6.8% | +27.8% | -34.6% | -12.4% |
| YTD | +6.9% | +33.6% | -26.8% | -0.9% |
| 1Y | +11.6% | +49.3% | -37.7% | +0.5% |
| 3Y | +47.7% | +69.7% | -22.0% | +26.8% |
| 5Y | +46.2% | +111.3% | -65.1% | +16.6% |
| 10Y | +109.2% | +240.3% | -131.1% | +31.7% |
| All | +109.2% | +239.4% | -130.3% | +31.7% |
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 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