+49.0%
FE vs PFG
+110.8%
-61.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | +1.9% | +5.5% | -3.6% | +0.8% |
| 30D | -1.2% | +2.4% | -3.5% | -1.7% |
| 3M | +3.5% | +13.6% | -10.1% | +0.8% |
| 6M | -6.1% | +27.9% | -33.9% | -10.8% |
| YTD | +7.6% | +35.6% | -27.9% | +0.7% |
| 1Y | +11.9% | +48.5% | -36.6% | +2.5% |
| 3Y | +48.4% | +66.9% | -18.4% | +29.7% |
| All | +49.0% | +110.8% | -61.8% | +21.8% |
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