-58.4%
FICO vs PFGC
+11.2%
-69.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.0% |
| 7D | +0.9% | +15.0% | -14.1% | +0.7% |
| 30D | +9.4% | +17.0% | -7.5% | +9.2% |
| 3M | -30.4% | -2.5% | -27.9% | -30.2% |
| 6M | -35.1% | +19.2% | -54.3% | -34.4% |
| YTD | -56.8% | +23.4% | -80.2% | -57.8% |
| 1Y | -58.4% | +13.9% | -72.3% | -57.9% |
| All | -58.4% | +11.2% | -69.6% | -57.9% |
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