+2,625.3%
FN vs PFG
+681.8%
+1,943.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.8% | -10.4% | -12.4% |
| 7D | -16.0% | -0.7% | -15.2% | -15.6% |
| 30D | -40.1% | +2.8% | -43.0% | -41.0% |
| 3M | -43.9% | -1.0% | -42.9% | -44.0% |
| 6M | -55.6% | +13.6% | -69.2% | -59.0% |
| YTD | -35.7% | +31.1% | -66.7% | -44.8% |
| 1Y | -39.8% | +43.8% | -83.6% | -50.7% |
| 3Y | +80.3% | +75.0% | +5.2% | +32.9% |
| 5Y | +143.3% | +95.2% | +48.0% | +65.8% |
| 10Y | +682.3% | +207.5% | +474.8% | +281.6% |
| All | +2,625.3% | +681.8% | +1,943.5% | +588.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling