+76.9%
FICO vs PFGC
+121.6%
-44.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -0.9% | +8.5% | -9.5% | -4.0% |
| 30D | +3.3% | +15.0% | -11.7% | -1.9% |
| 3M | -31.7% | -6.2% | -25.5% | -30.6% |
| 6M | -34.0% | +15.7% | -49.7% | -37.7% |
| YTD | -58.3% | +19.6% | -77.9% | -61.7% |
| 1Y | -57.9% | +13.2% | -71.1% | -60.5% |
| 3Y | -24.1% | +77.0% | -101.0% | -40.4% |
| All | +76.9% | +121.6% | -44.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling