+43.1%
FLNC vs PFGC
-10.1%
+53.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | -4.1% | -4.8% | +0.7% | -3.9% |
| 30D | -24.8% | -12.5% | -12.2% | -24.4% |
| 3M | -59.1% | -9.7% | -49.4% | -59.4% |
| 6M | -42.0% | +7.0% | -49.0% | -45.4% |
| YTD | -49.8% | +4.5% | -54.3% | -50.6% |
| 1Y | +43.1% | -11.6% | +54.7% | +14.4% |
| All | +43.1% | -10.1% | +53.1% | +14.4% |
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