+3,689.8%
FN vs PFG
+708.5%
+2,981.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.9% |
| 7D | -1.7% | +5.5% | -7.2% | -4.5% |
| 30D | -22.0% | +2.4% | -24.4% | -23.1% |
| 3M | -43.0% | +13.6% | -56.6% | -47.1% |
| 6M | -27.7% | +27.9% | -55.6% | -36.8% |
| YTD | -10.5% | +35.6% | -46.1% | -24.2% |
| 1Y | +12.5% | +48.5% | -36.0% | -9.2% |
| 3Y | +153.8% | +66.9% | +86.9% | +91.8% |
| 5Y | +288.0% | +111.0% | +177.0% | +155.3% |
| 10Y | +906.4% | +244.5% | +661.9% | +361.4% |
| All | +3,689.8% | +708.5% | +2,981.2% | +845.1% |
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