-60.5%
FND vs PFG
+99.5%
-160.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | -4.4% | -2.2% | -2.2% | -2.9% |
| 30D | +14.5% | +6.4% | +8.2% | +10.3% |
| 3M | -15.6% | +2.2% | -17.8% | -16.9% |
| 6M | +4.7% | +16.3% | -11.5% | -6.5% |
| YTD | -16.1% | +33.2% | -49.4% | -32.3% |
| 1Y | -16.0% | +40.6% | -56.6% | -34.7% |
| 3Y | -35.5% | +83.3% | -118.8% | -59.4% |
| 5Y | -60.5% | +97.7% | -158.2% | -76.8% |
| All | -60.5% | +99.5% | -160.0% | -76.8% |
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 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