+6.5%
FIX vs PFG
+40.5%
-34.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.6% |
| 7D | -17.5% | -0.6% | -16.8% | -17.2% |
| 30D | -41.6% | +2.0% | -43.6% | -41.5% |
| 3M | -40.6% | -3.2% | -37.4% | -40.1% |
| 6M | -49.4% | +10.9% | -60.3% | -51.5% |
| YTD | +9.2% | +28.8% | -19.7% | -4.3% |
| 1Y | +6.5% | +39.2% | -32.7% | -9.4% |
| All | +6.5% | +40.5% | -34.0% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling