+283.6%
FE vs PFG
+960.1%
-676.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +4.1% | +2.0% | +2.1% | +3.7% |
| 3M | -1.0% | -3.2% | +2.2% | -0.5% |
| 6M | +4.0% | +10.9% | -6.9% | +1.6% |
| YTD | +6.8% | +28.8% | -22.0% | +1.1% |
| 1Y | +5.3% | +39.2% | -33.9% | -2.0% |
| 3Y | +44.6% | +75.0% | -30.5% | +27.1% |
| 5Y | +44.2% | +91.9% | -47.7% | +23.0% |
| 10Y | +107.3% | +202.3% | -95.0% | +53.7% |
| All | +283.6% | +960.1% | -676.6% | +91.8% |
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 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