-59.5%
FICO vs PFG
+41.5%
-101.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +4.0% | -2.2% | +6.2% | +4.9% |
| 30D | -1.5% | +6.4% | -7.9% | -4.9% |
| 3M | -29.8% | +2.2% | -32.0% | -30.5% |
| 6M | -33.3% | +16.3% | -49.5% | -38.3% |
| YTD | -56.9% | +33.2% | -90.1% | -62.4% |
| 1Y | -59.5% | +40.6% | -100.1% | -64.9% |
| All | -59.5% | +41.5% | -101.0% | -64.9% |
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 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