+102.4%
FN vs PFGC
+77.4%
+25.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -37.2% |
| 3M | -39.9% | -6.2% | -33.7% | -38.8% |
| 6M | -51.8% | +15.7% | -67.6% | -55.8% |
| YTD | -28.1% | +19.6% | -47.7% | -35.7% |
| 1Y | -29.1% | +13.2% | -42.3% | -35.0% |
| 3Y | +102.4% | +77.0% | +25.5% | +44.8% |
| All | +102.4% | +77.4% | +25.1% | +44.8% |
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 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