-24.8%
FICO vs PFG
+84.7%
-109.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +0.8% |
| 7D | -0.1% | +2.3% | -2.3% | -1.4% |
| 30D | +8.4% | +7.6% | +0.8% | +4.2% |
| 3M | -30.5% | +2.5% | -33.0% | -31.4% |
| 6M | -35.7% | +16.6% | -52.3% | -40.7% |
| YTD | -57.2% | +34.1% | -91.2% | -63.3% |
| 1Y | -58.4% | +44.1% | -102.5% | -65.6% |
| 3Y | -24.8% | +86.3% | -111.1% | -41.1% |
| All | -24.8% | +84.7% | -109.5% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling