+160.8%
FIS vs PFG
+1,008.7%
-847.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -27.4% | +3.0% | -30.3% | -28.4% |
| 30D | -16.8% | +8.2% | -25.0% | -19.3% |
| 3M | -32.6% | +2.7% | -35.3% | -33.6% |
| 6M | -33.4% | +17.2% | -50.6% | -37.1% |
| YTD | -56.0% | +34.8% | -90.8% | -60.3% |
| 1Y | -55.1% | +43.6% | -98.6% | -60.3% |
| 3Y | -41.4% | +85.4% | -126.8% | -52.6% |
| 5Y | -72.7% | +102.2% | -174.8% | -78.5% |
| 10Y | -55.5% | +190.2% | -245.7% | -70.3% |
| All | +160.8% | +1,008.7% | -847.9% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling