-68.4%
FLNC vs PFGC
+12.5%
-80.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +13.5% | -3.4% | +7.2% |
| 7D | -2.1% | +13.9% | -16.0% | -5.1% |
| 30D | -20.8% | +18.4% | -39.1% | -23.7% |
| 3M | -61.3% | -2.5% | -58.8% | -61.6% |
| 6M | -50.9% | +26.0% | -76.9% | -56.8% |
| YTD | -69.4% | +21.9% | -91.2% | -72.2% |
| 1Y | -68.4% | +13.4% | -81.8% | -70.0% |
| All | -68.4% | +12.5% | -80.9% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling