-80.8%
FIG vs PFG
+57.4%
-138.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | -12.2% | -3.0% | -9.2% | -10.6% |
| 30D | -11.0% | +2.5% | -13.5% | -12.2% |
| 3M | +11.9% | +6.1% | +5.8% | +8.2% |
| 6M | -21.9% | +31.3% | -53.2% | -32.6% |
| YTD | -40.8% | +33.6% | -74.3% | -49.7% |
| 1Y | -56.6% | +48.5% | -105.2% | -64.9% |
| All | -80.8% | +57.4% | -138.2% | -84.6% |
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