+81.3%
FN vs PFGC
+81.0%
+0.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.1% | -14.3% | -14.3% |
| 7D | -16.0% | +12.5% | -28.4% | -18.7% |
| 30D | -40.1% | +17.0% | -57.1% | -42.9% |
| 3M | -43.9% | -2.1% | -41.8% | -43.6% |
| 6M | -55.6% | +25.9% | -81.5% | -60.7% |
| YTD | -35.7% | +22.0% | -57.6% | -42.6% |
| 1Y | -39.8% | +14.8% | -54.7% | -44.9% |
| All | +81.3% | +81.0% | +0.3% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling