+53.3%
FLNC vs PFGC
-5.1%
+58.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | -4.9% | -2.2% | -2.7% | -4.8% |
| 30D | -27.3% | -11.9% | -15.3% | -26.8% |
| 3M | -61.9% | +5.0% | -66.9% | -63.0% |
| 6M | -34.5% | +8.6% | -43.1% | -37.8% |
| YTD | -47.7% | +9.7% | -57.4% | -48.8% |
| 1Y | +53.3% | -6.3% | +59.6% | +29.3% |
| All | +53.3% | -5.1% | +58.4% | +29.3% |
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