+603.9%
FICO vs PFG
+246.6%
+357.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.1% | -15.9% |
| 7D | -19.2% | +5.5% | -24.7% | -21.2% |
| 30D | -14.6% | +2.4% | -17.0% | -15.6% |
| 3M | -20.1% | +13.6% | -33.7% | -25.0% |
| 6M | -36.3% | +27.9% | -64.2% | -43.5% |
| YTD | -44.9% | +35.6% | -80.4% | -52.5% |
| 1Y | -38.6% | +48.5% | -87.1% | -49.5% |
| 3Y | +4.0% | +66.9% | -62.9% | -20.2% |
| 5Y | +99.5% | +111.0% | -11.4% | +34.7% |
| All | +603.9% | +246.6% | +357.3% | +217.9% |
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