+2,122.6%
FN vs PFGC
+419.1%
+1,703.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | -1.7% | -2.2% | +0.5% | -1.2% |
| 30D | -22.0% | -11.9% | -10.0% | -19.8% |
| 3M | -43.0% | +5.0% | -48.0% | -44.2% |
| 6M | -27.7% | +8.6% | -36.3% | -29.9% |
| YTD | -10.5% | +9.7% | -20.2% | -13.6% |
| 1Y | +12.5% | -6.3% | +18.8% | +12.5% |
| 3Y | +153.8% | +58.2% | +95.6% | +124.1% |
| 5Y | +288.0% | +110.4% | +177.6% | +217.0% |
| 10Y | +906.4% | +272.8% | +633.7% | +556.9% |
| All | +2,122.6% | +419.1% | +1,703.5% | +1,272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling