-38.8%
FIS vs PFG
+242.8%
-281.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.3% |
| 7D | -3.5% | +6.0% | -9.4% | -6.0% |
| 30D | -7.8% | +2.2% | -10.1% | -8.8% |
| 3M | +0.8% | +10.4% | -9.5% | -3.6% |
| 6M | -21.9% | +27.8% | -49.7% | -30.2% |
| YTD | -39.5% | +33.6% | -73.1% | -47.0% |
| 1Y | -41.0% | +49.3% | -90.3% | -51.0% |
| 3Y | -23.6% | +69.7% | -93.3% | -41.1% |
| 5Y | -65.6% | +111.3% | -177.0% | -76.1% |
| All | -38.8% | +242.8% | -281.6% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling