-61.8%
FND vs PFG
+109.8%
-171.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -0.8% | +3.2% | -4.0% | -3.0% |
| 30D | -19.6% | +0.9% | -20.5% | -20.2% |
| 3M | -4.3% | +7.7% | -12.1% | -9.9% |
| 6M | -20.4% | +29.0% | -49.4% | -33.7% |
| YTD | -21.9% | +32.5% | -54.3% | -36.4% |
| 1Y | -45.2% | +47.3% | -92.5% | -58.7% |
| 3Y | -49.2% | +68.2% | -117.5% | -65.7% |
| 5Y | -61.8% | +108.5% | -170.3% | -77.3% |
| All | -61.8% | +109.8% | -171.6% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling