+122.7%
FE vs PFG
+189.4%
-66.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | +3.6% | +6.4% | -2.7% | +2.0% |
| 3M | +0.3% | +2.2% | -1.9% | -0.4% |
| 6M | +6.4% | +16.3% | -9.9% | +2.3% |
| YTD | +8.1% | +33.2% | -25.1% | +0.2% |
| 1Y | +4.6% | +40.6% | -36.0% | -4.5% |
| 3Y | +49.1% | +83.3% | -34.2% | +25.1% |
| 5Y | +46.1% | +97.7% | -51.6% | +18.3% |
| 10Y | +122.7% | +189.9% | -67.1% | +47.4% |
| All | +122.7% | +189.4% | -66.6% | +47.4% |
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