+1,004.5%
FICO vs PFGC
+419.1%
+585.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.5% |
| 7D | -19.2% | -2.2% | -17.0% | -18.6% |
| 30D | -14.6% | -11.9% | -2.7% | -11.5% |
| 3M | -20.1% | +5.0% | -25.1% | -21.4% |
| 6M | -36.3% | +8.6% | -44.9% | -38.3% |
| YTD | -44.9% | +9.7% | -54.5% | -47.1% |
| 1Y | -38.6% | -6.3% | -32.3% | -38.3% |
| 3Y | +4.0% | +58.2% | -54.2% | -11.3% |
| 5Y | +99.5% | +110.4% | -10.9% | +52.5% |
| 10Y | +604.7% | +272.8% | +331.9% | +298.4% |
| All | +1,004.5% | +419.1% | +585.3% | +498.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling