-83.6%
FIG vs PFGC
+9.2%
-92.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -14.3% | +1.5% | -15.8% | -14.2% |
| 30D | -13.6% | +17.4% | -31.0% | -12.6% |
| 3M | -23.7% | -2.4% | -21.3% | -25.2% |
| 6M | -5.4% | +18.2% | -23.6% | -2.6% |
| YTD | -49.2% | +23.7% | -72.9% | -48.3% |
| 1Y | -57.4% | +15.0% | -72.3% | -56.4% |
| All | -83.6% | +9.2% | -92.8% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling