-25.7%
FN vs PFG
+46.8%
-72.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -6.0% |
| 7D | -7.0% | +4.9% | -11.9% | -7.0% |
| 30D | -24.7% | +5.7% | -30.4% | -24.7% |
| 3M | -35.7% | +2.6% | -38.2% | -35.6% |
| 6M | -52.4% | +19.8% | -72.2% | -55.1% |
| YTD | -25.0% | +36.3% | -61.2% | -34.0% |
| 1Y | -25.7% | +47.9% | -73.5% | -33.7% |
| All | -25.7% | +46.8% | -72.5% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling