-54.3%
FIS vs PFG
+182.5%
-236.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -19.4% | +5.0% | -24.4% | -21.7% |
| 3M | -31.6% | +0.1% | -31.6% | -32.2% |
| 6M | -32.5% | +13.8% | -46.3% | -36.9% |
| YTD | -56.0% | +31.2% | -87.2% | -61.5% |
| 1Y | -55.5% | +37.1% | -92.6% | -61.9% |
| 3Y | -41.3% | +80.6% | -121.9% | -56.3% |
| 5Y | -72.3% | +93.7% | -166.0% | -80.1% |
| All | -54.3% | +182.5% | -236.8% | -75.2% |
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 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