+173.5%
FN vs PFG
+91.4%
+82.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.4% | +12.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -34.3% | +2.0% | -36.3% | -35.0% |
| 3M | -39.9% | -3.2% | -36.7% | -39.3% |
| 6M | -51.8% | +10.9% | -62.8% | -55.0% |
| YTD | -28.1% | +28.8% | -57.0% | -38.2% |
| 1Y | -29.1% | +39.2% | -68.2% | -41.4% |
| 3Y | +102.4% | +75.0% | +27.4% | +47.5% |
| All | +173.5% | +91.4% | +82.1% | +83.5% |
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