-71.1%
FLNC vs PFGC
+108.8%
-179.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -7.6% |
| 7D | -4.2% | -3.7% | -0.5% | -2.0% |
| 30D | -20.0% | -16.0% | -4.0% | -11.6% |
| 3M | -56.9% | -4.1% | -52.7% | -56.6% |
| 6M | -35.5% | +8.7% | -44.2% | -41.2% |
| YTD | -48.8% | +6.4% | -55.2% | -52.7% |
| 1Y | +49.3% | -8.4% | +57.6% | +51.0% |
| 3Y | -61.8% | +61.8% | -123.5% | -75.4% |
| All | -71.1% | +108.8% | -179.8% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling