-62.2%
FIS vs PFG
+110.8%
-173.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | +1.1% | +5.5% | -4.4% | -1.8% |
| 30D | -2.2% | +2.4% | -4.6% | -3.5% |
| 3M | +2.1% | +13.6% | -11.4% | -4.5% |
| 6M | -14.7% | +27.9% | -42.6% | -25.1% |
| YTD | -35.7% | +35.6% | -71.3% | -45.3% |
| 1Y | -37.1% | +48.5% | -85.5% | -49.1% |
| 3Y | -20.0% | +66.9% | -86.9% | -41.1% |
| All | -62.2% | +110.8% | -173.1% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling