-25.7%
FN vs PFGC
+12.5%
-38.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +13.5% | -19.5% | -3.9% |
| 7D | -7.0% | +13.9% | -20.8% | -5.2% |
| 30D | -24.7% | +18.4% | -43.1% | -23.4% |
| 3M | -35.7% | -2.5% | -33.1% | -35.2% |
| 6M | -52.4% | +26.0% | -78.4% | -55.8% |
| YTD | -25.0% | +21.9% | -46.8% | -28.0% |
| 1Y | -25.7% | +13.4% | -39.0% | -29.9% |
| All | -25.7% | +12.5% | -38.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling