+804.7%
FN vs PFG
+189.4%
+615.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.4% |
| 7D | +8.0% | -2.2% | +10.2% | +9.3% |
| 30D | -19.1% | +6.4% | -25.5% | -21.3% |
| 3M | -29.8% | +2.2% | -32.1% | -30.8% |
| 6M | -43.2% | +16.3% | -59.5% | -47.6% |
| YTD | -18.9% | +33.2% | -52.2% | -29.8% |
| 1Y | -17.9% | +40.6% | -58.5% | -30.5% |
| 3Y | +120.1% | +83.3% | +36.8% | +64.7% |
| 5Y | +206.7% | +97.7% | +109.0% | +118.1% |
| 10Y | +804.7% | +189.9% | +614.8% | +431.0% |
| All | +804.7% | +189.4% | +615.3% | +431.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling