-58.5%
FICO vs PFGC
+15.6%
-74.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | +2.2% | +3.4% | -1.2% | +2.2% |
| 30D | +0.1% | +16.9% | -16.8% | -0.1% |
| 3M | -35.2% | +6.4% | -41.6% | -35.2% |
| 6M | -32.4% | +16.0% | -48.4% | -31.7% |
| YTD | -57.4% | +23.6% | -81.0% | -58.4% |
| 1Y | -58.5% | +16.6% | -75.1% | -58.6% |
| All | -58.5% | +15.6% | -74.1% | -58.6% |
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