-28.9%
FICO vs PFG
+82.7%
-111.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.1% |
| 30D | +0.1% | +5.9% | -5.8% | -3.1% |
| 3M | -35.2% | -0.4% | -34.7% | -35.1% |
| 6M | -32.4% | +14.8% | -47.2% | -37.1% |
| YTD | -57.4% | +31.9% | -89.3% | -63.1% |
| 1Y | -58.5% | +38.8% | -97.4% | -65.1% |
| 3Y | -28.9% | +82.4% | -111.2% | -43.7% |
| All | -28.9% | +82.7% | -111.5% | -43.7% |
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