-83.6%
FIG vs PFG
+57.0%
-140.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.6% |
| 7D | -14.3% | -2.2% | -12.0% | -12.6% |
| 30D | -13.6% | +6.4% | -20.0% | -16.3% |
| 3M | -23.7% | +2.2% | -26.0% | -24.4% |
| 6M | -5.4% | +16.3% | -21.6% | -12.1% |
| YTD | -49.2% | +33.2% | -82.5% | -56.6% |
| 1Y | -57.4% | +40.6% | -98.0% | -64.5% |
| All | -83.6% | +57.0% | -140.6% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling