+49.0%
FND vs PFGC
+342.9%
-293.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -6.8% | +3.4% | -10.2% | -8.0% |
| 30D | +8.0% | +16.9% | -8.9% | +1.9% |
| 3M | -18.9% | +6.4% | -25.3% | -20.8% |
| 6M | +4.7% | +16.0% | -11.3% | -0.8% |
| YTD | -21.6% | +23.6% | -45.2% | -27.6% |
| 1Y | -22.0% | +16.6% | -38.6% | -26.5% |
| 3Y | -40.4% | +82.3% | -122.7% | -52.4% |
| 5Y | -63.8% | +138.7% | -202.5% | -73.5% |
| All | +49.0% | +342.9% | -293.9% | -14.5% |
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