-58.8%
FICO vs PFGC
+12.0%
-70.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.2% | +2.7% |
| 7D | -0.1% | +10.8% | -10.9% | 0.0% |
| 30D | +8.4% | +17.8% | -9.4% | +8.2% |
| 3M | -30.5% | -2.7% | -27.8% | -30.3% |
| 6M | -35.7% | +20.0% | -55.8% | -35.0% |
| YTD | -57.2% | +24.3% | -81.5% | -58.2% |
| All | -58.8% | +12.0% | -70.8% | -58.3% |
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