+1,498.3%
FN vs PFGC
+477.3%
+1,021.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.1% | -14.3% | -14.3% |
| 7D | -16.0% | +12.5% | -28.4% | -18.6% |
| 30D | -40.1% | +17.0% | -57.1% | -42.6% |
| 3M | -43.9% | -2.1% | -41.8% | -44.1% |
| 6M | -55.6% | +25.9% | -81.5% | -58.7% |
| YTD | -35.7% | +22.0% | -57.6% | -39.7% |
| 1Y | -39.8% | +14.8% | -54.7% | -42.9% |
| 3Y | +80.3% | +80.8% | -0.6% | +53.6% |
| 5Y | +143.3% | +126.0% | +17.3% | +94.5% |
| 10Y | +682.3% | +363.8% | +318.5% | +381.1% |
| All | +1,498.3% | +477.3% | +1,021.0% | +857.6% |
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