+755.5%
FN vs PFGC
+346.1%
+409.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | +20.8% | +0.3% | +20.5% | +20.8% |
| 30D | -17.3% | +16.1% | -33.4% | -20.5% |
| 3M | -38.1% | +2.4% | -40.5% | -38.8% |
| 6M | -44.2% | +15.7% | -59.9% | -46.9% |
| YTD | -22.3% | +22.3% | -44.6% | -27.1% |
| 1Y | -20.9% | +13.9% | -34.8% | -24.6% |
| 3Y | +111.1% | +80.3% | +30.8% | +80.6% |
| 5Y | +191.8% | +136.1% | +55.7% | +132.5% |
| All | +755.5% | +346.1% | +409.4% | +427.8% |
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