+175.6%
FN vs PFGC
+138.1%
+37.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -7.6% |
| 7D | +0.3% | +3.4% | -3.2% | -0.7% |
| 30D | -16.5% | +16.9% | -33.5% | -21.3% |
| 3M | -42.1% | +6.4% | -48.5% | -43.6% |
| 6M | -52.9% | +16.0% | -68.9% | -56.5% |
| YTD | -28.0% | +23.6% | -51.6% | -35.5% |
| 1Y | -18.5% | +16.6% | -35.1% | -25.5% |
| 3Y | +93.9% | +82.3% | +11.6% | +45.9% |
| All | +175.6% | +138.1% | +37.5% | +82.8% |
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 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