+541.4%
FICO vs PFGC
+351.0%
+190.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +2.2% | +3.4% | -1.2% | +1.2% |
| 30D | +0.1% | +16.9% | -16.8% | -5.0% |
| 3M | -35.2% | +6.4% | -41.6% | -36.7% |
| 6M | -32.4% | +16.0% | -48.4% | -35.8% |
| YTD | -57.4% | +23.6% | -81.0% | -60.8% |
| 1Y | -58.5% | +16.6% | -75.1% | -61.2% |
| 3Y | -28.9% | +82.3% | -111.1% | -42.1% |
| 5Y | +91.7% | +138.7% | -47.0% | +40.9% |
| All | +541.4% | +351.0% | +190.4% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling