+47.7%
FND vs PFGC
+274.3%
-226.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -5.8% | -4.8% | -1.0% | -4.0% |
| 30D | -20.2% | -12.5% | -7.7% | -16.1% |
| 3M | -12.0% | -9.7% | -2.2% | -8.5% |
| 6M | -18.5% | +7.0% | -25.5% | -20.3% |
| YTD | -22.3% | +4.5% | -26.7% | -23.6% |
| 1Y | -47.6% | -11.6% | -36.1% | -45.4% |
| 3Y | -49.8% | +58.5% | -108.3% | -57.7% |
| 5Y | -63.0% | +112.6% | -175.6% | -71.8% |
| All | +47.7% | +274.3% | -226.6% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling