+24.2%
FIX vs PFG
+37.6%
-13.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +9.4% | +2.4% | +7.1% | +9.1% |
| 30D | -27.8% | +5.9% | -33.6% | -28.0% |
| 3M | -35.6% | -0.4% | -35.1% | -35.3% |
| 6M | -45.2% | +14.8% | -60.1% | -47.8% |
| YTD | +19.5% | +31.9% | -12.4% | +5.7% |
| 1Y | +24.2% | +38.8% | -14.6% | +6.6% |
| All | +24.2% | +37.6% | -13.4% | +6.6% |
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 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