-80.9%
FIG vs PFGC
-6.1%
-74.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.5% |
| 7D | -14.5% | -3.7% | -10.7% | -15.1% |
| 30D | -13.3% | -16.0% | +2.6% | -16.0% |
| 3M | +7.4% | -4.1% | +11.6% | +7.5% |
| 6M | -27.8% | +8.7% | -36.5% | -25.3% |
| YTD | -41.1% | +6.4% | -47.5% | -40.6% |
| 1Y | -58.7% | -8.4% | -50.3% | -58.1% |
| All | -80.9% | -6.1% | -74.9% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling