+3,800.0%
FIX vs PFG
+203.0%
+3,597.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.0% | +5.4% | +7.0% |
| 7D | -7.2% | +2.3% | -9.5% | -8.7% |
| 30D | -35.1% | +7.6% | -42.7% | -38.0% |
| 3M | -34.3% | +2.5% | -36.8% | -35.7% |
| 6M | -42.9% | +16.6% | -59.5% | -48.9% |
| YTD | +19.5% | +34.1% | -14.6% | -2.2% |
| 1Y | +16.8% | +44.1% | -27.3% | -8.6% |
| 3Y | +506.7% | +86.3% | +420.4% | +304.3% |
| 5Y | +1,046.7% | +101.6% | +945.1% | +609.3% |
| 10Y | +3,800.0% | +197.9% | +3,602.1% | +1,519.4% |
| All | +3,800.0% | +203.0% | +3,597.0% | +1,519.4% |
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 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