-55.8%
FIG vs PFGC
-5.1%
-50.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.5% |
| 7D | -16.3% | -2.2% | -14.1% | -16.7% |
| 30D | -14.3% | -11.9% | -2.4% | -16.1% |
| 3M | +7.2% | +5.0% | +2.1% | +9.5% |
| 6M | -18.6% | +8.6% | -27.2% | -16.1% |
| YTD | -35.5% | +9.7% | -45.1% | -34.9% |
| 1Y | -55.8% | -6.3% | -49.5% | -52.1% |
| All | -55.8% | -5.1% | -50.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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