+545.7%
FICO vs PFG
+195.4%
+350.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.7% |
| 7D | +0.9% | +3.0% | -2.1% | -0.7% |
| 30D | +9.4% | +8.2% | +1.3% | +5.1% |
| 3M | -30.4% | +2.7% | -33.1% | -31.4% |
| 6M | -35.1% | +17.2% | -52.3% | -40.1% |
| YTD | -56.8% | +34.8% | -91.5% | -62.8% |
| 1Y | -58.4% | +43.6% | -102.0% | -65.3% |
| 3Y | -26.7% | +85.4% | -112.1% | -46.6% |
| 5Y | +88.0% | +102.2% | -14.1% | +29.2% |
| 10Y | +545.7% | +190.2% | +355.5% | +215.8% |
| All | +545.7% | +195.4% | +350.3% | +215.8% |
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 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