-50.3%
FND vs PFG
+68.8%
-119.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -5.1% | -3.0% | -2.1% | -3.3% |
| 30D | -22.5% | +2.5% | -25.0% | -23.8% |
| 3M | -5.0% | +6.1% | -11.1% | -9.2% |
| 6M | -21.5% | +31.3% | -52.8% | -34.9% |
| YTD | -23.0% | +33.6% | -56.6% | -37.2% |
| 1Y | -44.9% | +48.5% | -93.4% | -58.3% |
| All | -50.3% | +68.8% | -119.0% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling