+777.0%
FIX vs PFG
+67.7%
+709.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.8% |
| 7D | +6.0% | +5.5% | +0.5% | +2.6% |
| 30D | -7.2% | +2.4% | -9.6% | -8.7% |
| 3M | -15.9% | +13.6% | -29.4% | -23.3% |
| 6M | +12.7% | +27.9% | -15.1% | -5.3% |
| YTD | +72.8% | +35.6% | +37.2% | +38.6% |
| 1Y | +122.9% | +48.5% | +74.4% | +66.9% |
| All | +777.0% | +67.7% | +709.3% | +501.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling