+948.1%
FIX vs PFG
+91.4%
+856.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.4% |
| 7D | -17.5% | -0.6% | -16.8% | -17.4% |
| 30D | -41.6% | +2.0% | -43.6% | -42.5% |
| 3M | -40.6% | -3.2% | -37.4% | -39.9% |
| 6M | -49.4% | +10.9% | -60.3% | -53.4% |
| YTD | +9.2% | +28.8% | -19.7% | -9.0% |
| 1Y | +6.5% | +39.2% | -32.7% | -15.5% |
| 3Y | +448.7% | +75.0% | +373.7% | +277.1% |
| All | +948.1% | +91.4% | +856.7% | +550.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling