+206.9%
FN vs PFG
+101.8%
+105.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +7.8% | +10.0% |
| 7D | +16.3% | +2.3% | +14.0% | +15.2% |
| 30D | -24.7% | +7.6% | -32.3% | -27.2% |
| 3M | -34.9% | +2.5% | -37.5% | -36.0% |
| 6M | -41.1% | +16.6% | -57.7% | -46.3% |
| YTD | -19.6% | +34.1% | -53.7% | -32.1% |
| 1Y | -18.5% | +44.1% | -62.6% | -33.6% |
| 3Y | +119.1% | +86.3% | +32.9% | +55.4% |
| 5Y | +206.9% | +101.6% | +105.4% | +102.0% |
| All | +206.9% | +101.8% | +105.1% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling