+50,755.9%
FIX vs PFG
+978.4%
+49,777.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.8% | -7.8% | -10.1% |
| 7D | -27.2% | -0.7% | -26.5% | -27.1% |
| 30D | -46.9% | +2.8% | -49.8% | -47.6% |
| 3M | -44.4% | -1.0% | -43.4% | -44.4% |
| 6M | -50.9% | +13.6% | -64.5% | -53.7% |
| YTD | +3.5% | +31.1% | -27.5% | -7.8% |
| 1Y | -2.1% | +43.8% | -45.9% | -15.9% |
| 3Y | +418.7% | +75.0% | +343.7% | +315.1% |
| 5Y | +894.6% | +95.2% | +799.3% | +658.8% |
| 10Y | +3,465.5% | +207.5% | +3,258.0% | +2,159.1% |
| All | +50,755.9% | +978.4% | +49,777.5% | +19,828.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling