-57.9%
FICO vs PFG
+40.5%
-98.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | -0.9% | -0.6% | -0.3% | -1.0% |
| 30D | +3.3% | +2.0% | +1.3% | +1.8% |
| 3M | -31.7% | -3.2% | -28.6% | -30.7% |
| 6M | -34.0% | +10.9% | -44.9% | -37.7% |
| YTD | -58.3% | +28.8% | -87.2% | -63.3% |
| 1Y | -57.9% | +39.2% | -97.1% | -63.5% |
| All | -57.9% | +40.5% | -98.4% | -63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling