-57.9%
FICO vs PFGC
+13.7%
-71.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | -0.9% | +8.5% | -9.5% | -1.0% |
| 30D | +3.3% | +15.0% | -11.7% | +2.9% |
| 3M | -31.7% | -6.2% | -25.5% | -31.4% |
| 6M | -34.0% | +15.7% | -49.7% | -33.4% |
| YTD | -58.3% | +19.6% | -77.9% | -59.4% |
| 1Y | -57.9% | +13.2% | -71.1% | -57.8% |
| All | -57.9% | +13.7% | -71.6% | -57.8% |
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