-56.4%
FICO vs PFGC
+12.5%
-68.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +13.5% | -16.8% | -3.4% |
| 7D | +0.4% | +13.9% | -13.4% | +0.2% |
| 30D | +1.7% | +18.4% | -16.7% | +1.2% |
| 3M | -33.0% | -2.5% | -30.5% | -32.9% |
| 6M | -33.9% | +26.0% | -59.9% | -33.2% |
| YTD | -58.5% | +21.9% | -80.4% | -59.5% |
| 1Y | -56.4% | +13.4% | -69.7% | -55.5% |
| All | -56.4% | +12.5% | -68.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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