+84,770.8%
FIX vs PFG
+1,015.3%
+83,755.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.5% |
| 7D | +6.0% | +5.5% | +0.5% | +3.7% |
| 30D | -7.2% | +2.4% | -9.6% | -8.2% |
| 3M | -15.9% | +13.6% | -29.4% | -20.5% |
| 6M | +12.7% | +27.9% | -15.1% | +1.8% |
| YTD | +72.8% | +35.6% | +37.2% | +52.4% |
| 1Y | +122.9% | +48.5% | +74.4% | +89.6% |
| 3Y | +774.3% | +66.9% | +707.5% | +613.2% |
| 5Y | +2,049.5% | +111.0% | +1,938.5% | +1,498.6% |
| 10Y | +5,821.5% | +244.5% | +5,577.0% | +3,520.1% |
| All | +84,770.8% | +1,015.3% | +83,755.5% | +32,825.2% |
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