+206.9%
FN vs PFGC
+135.8%
+71.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +7.9% | +10.7% |
| 7D | +16.3% | +10.8% | +5.4% | +12.0% |
| 30D | -24.7% | +17.8% | -42.5% | -29.2% |
| 3M | -34.9% | -2.7% | -32.2% | -34.8% |
| 6M | -41.1% | +20.0% | -61.1% | -46.2% |
| YTD | -19.6% | +24.3% | -43.9% | -28.1% |
| 1Y | -18.5% | +13.2% | -31.7% | -24.4% |
| 3Y | +119.1% | +85.9% | +33.2% | +64.6% |
| 5Y | +206.9% | +141.0% | +65.9% | +104.7% |
| All | +206.9% | +135.8% | +71.2% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling