+3,184.8%
FICO vs PFG
+978.4%
+2,206.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +2.4% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | +1.7% | +2.8% | -1.1% | +0.5% |
| 3M | -35.2% | -1.0% | -34.2% | -35.0% |
| 6M | -33.7% | +13.6% | -47.3% | -37.0% |
| YTD | -58.2% | +31.1% | -89.2% | -62.4% |
| 1Y | -56.6% | +43.8% | -100.4% | -62.4% |
| 3Y | -24.0% | +75.0% | -99.0% | -39.5% |
| 5Y | +86.1% | +95.2% | -9.2% | +40.4% |
| 10Y | +522.8% | +207.5% | +315.3% | +272.6% |
| All | +3,184.8% | +978.4% | +2,206.4% | +932.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling