+743.6%
FN vs PFGC
+347.9%
+395.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.6% | +12.1% |
| 7D | 0.0% | +8.5% | -8.6% | -2.4% |
| 30D | -34.3% | +15.0% | -49.3% | -36.8% |
| 3M | -39.9% | -6.2% | -33.7% | -39.5% |
| 6M | -51.8% | +15.7% | -67.6% | -54.2% |
| YTD | -28.1% | +19.6% | -47.7% | -32.3% |
| 1Y | -29.1% | +13.2% | -42.3% | -32.4% |
| 3Y | +102.4% | +77.0% | +25.5% | +73.6% |
| 5Y | +171.7% | +121.5% | +50.2% | +118.8% |
| All | +743.6% | +347.9% | +395.6% | +424.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling