-61.0%
FLNC vs PFG
+70.6%
-131.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +1.7% |
| 7D | -4.1% | -0.4% | -3.6% | -3.8% |
| 30D | -24.8% | +2.9% | -27.7% | -26.7% |
| 3M | -59.1% | +6.7% | -65.8% | -61.5% |
| 6M | -42.0% | +33.8% | -75.7% | -55.4% |
| YTD | -49.8% | +35.0% | -84.8% | -62.0% |
| 1Y | +43.1% | +46.4% | -3.3% | +0.9% |
| 3Y | -61.0% | +71.6% | -132.6% | -81.0% |
| All | -61.0% | +70.6% | -131.5% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling