+286.4%
FE vs PFG
+1,015.3%
-728.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 1Y | +11.9% | +48.5% | -36.6% | +2.8% |
| 3Y | +48.4% | +66.9% | -18.4% | +31.8% |
| 5Y | +44.8% | +111.0% | -66.2% | +21.3% |
| 10Y | +115.9% | +244.5% | -128.6% | +56.2% |
| All | +286.4% | +1,015.3% | -728.9% | +91.4% |
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 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