-33.9%
FICO vs PFGC
+16.8%
-50.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.5% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | -0.8% | +16.1% | -16.9% | -2.3% |
| 3M | -31.3% | +2.4% | -33.7% | -30.8% |
| 6M | -33.9% | +15.7% | -49.7% | -31.1% |
| All | -33.9% | +16.8% | -50.7% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling