-39.8%
FIS vs PFG
+72.1%
-111.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.6% |
| 7D | -25.5% | -0.6% | -24.8% | -25.7% |
| 30D | -15.1% | +2.0% | -17.1% | -16.3% |
| 3M | -32.1% | -3.2% | -28.9% | -31.7% |
| 6M | -36.1% | +10.9% | -47.0% | -39.2% |
| YTD | -55.4% | +28.8% | -84.2% | -60.2% |
| 1Y | -53.9% | +39.2% | -93.1% | -60.1% |
| 3Y | -39.8% | +75.0% | -114.8% | -56.4% |
| All | -39.8% | +72.1% | -111.8% | -56.4% |
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