-24.1%
FICO vs PFG
+72.1%
-96.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | +3.3% | +2.0% | +1.3% | +2.0% |
| 3M | -31.7% | -3.2% | -28.6% | -30.8% |
| 6M | -34.0% | +10.9% | -44.9% | -37.6% |
| YTD | -58.3% | +28.8% | -87.2% | -63.5% |
| 1Y | -57.9% | +39.2% | -97.1% | -64.6% |
| 3Y | -24.1% | +75.0% | -99.1% | -38.3% |
| All | -24.1% | +72.1% | -96.1% | -38.3% |
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