-23.6%
FIS vs PFG
+71.3%
-94.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.3% |
| 7D | -3.5% | +6.0% | -9.4% | -5.9% |
| 30D | -7.8% | +2.2% | -10.1% | -8.7% |
| 3M | +0.8% | +10.4% | -9.5% | -3.5% |
| 6M | -21.9% | +27.8% | -49.7% | -29.9% |
| YTD | -39.5% | +33.6% | -73.1% | -46.7% |
| 1Y | -41.0% | +49.3% | -90.3% | -50.6% |
| 3Y | -23.6% | +69.7% | -93.3% | -43.6% |
| All | -23.6% | +71.3% | -94.9% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling