-52.0%
FIG vs PFG
+37.6%
-89.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.4% |
| 7D | +3.4% | +2.4% | +1.0% | +1.5% |
| 30D | -9.5% | +5.9% | -15.3% | -12.1% |
| 3M | -26.2% | -0.4% | -25.7% | -25.3% |
| 6M | +2.7% | +14.8% | -12.2% | -4.4% |
| YTD | -48.0% | +31.9% | -79.9% | -56.5% |
| 1Y | -52.0% | +38.8% | -90.9% | -62.1% |
| All | -52.0% | +37.6% | -89.7% | -62.1% |
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