+47.7%
FND vs PFG
+157.1%
-109.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.4% |
| 7D | -5.8% | -0.4% | -5.3% | -5.5% |
| 30D | -20.2% | +2.9% | -23.1% | -21.6% |
| 3M | -12.0% | +6.7% | -18.7% | -16.0% |
| 6M | -18.5% | +33.8% | -52.3% | -32.1% |
| YTD | -22.3% | +35.0% | -57.2% | -35.8% |
| 1Y | -47.6% | +46.4% | -94.1% | -59.0% |
| 3Y | -49.8% | +71.7% | -121.4% | -64.5% |
| 5Y | -63.0% | +113.7% | -176.7% | -77.0% |
| All | +47.7% | +157.1% | -109.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling