-51.7%
FIG vs PFG
+46.8%
-98.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +2.4% |
| 7D | -4.7% | +4.9% | -9.5% | -7.6% |
| 30D | +0.5% | +5.7% | -5.1% | -3.2% |
| 3M | -18.4% | +2.6% | -21.0% | -19.7% |
| 6M | +10.9% | +19.8% | -8.9% | -1.2% |
| YTD | -40.8% | +36.3% | -77.1% | -53.0% |
| 1Y | -51.7% | +47.9% | -99.6% | -65.3% |
| All | -51.7% | +46.8% | -98.5% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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