-80.3%
FIG vs PFG
+57.5%
-137.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -4.9% |
| 7D | -16.4% | +6.0% | -22.4% | -19.4% |
| 30D | -2.3% | +2.2% | -4.5% | -3.5% |
| 3M | +7.8% | +10.4% | -2.5% | +2.4% |
| 6M | -21.8% | +27.8% | -49.6% | -31.7% |
| YTD | -39.1% | +33.6% | -72.8% | -48.3% |
| 1Y | -56.6% | +49.3% | -105.9% | -64.8% |
| All | -80.3% | +57.5% | -137.8% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling