+2,105.4%
FIX vs PFG
+110.8%
+1,994.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.8% |
| 7D | +6.0% | +5.5% | +0.5% | +2.5% |
| 30D | -7.2% | +2.4% | -9.6% | -8.7% |
| 3M | -15.9% | +13.6% | -29.4% | -23.1% |
| 6M | +12.7% | +27.9% | -15.1% | -4.5% |
| YTD | +72.8% | +35.6% | +37.2% | +40.4% |
| 1Y | +122.9% | +48.5% | +74.4% | +70.2% |
| 3Y | +774.3% | +66.9% | +707.5% | +518.0% |
| All | +2,105.4% | +110.8% | +1,994.6% | +1,187.0% |
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