-50.9%
FIX vs PFG
+14.9%
-65.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.8% | -7.8% | -12.6% |
| 7D | -27.2% | -0.7% | -26.5% | -26.6% |
| 30D | -46.9% | +2.8% | -49.8% | -45.8% |
| 3M | -44.4% | -1.0% | -43.4% | -44.4% |
| 6M | -50.9% | +13.6% | -64.5% | -49.3% |
| All | -50.9% | +14.9% | -65.8% | -49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling