-60.5%
FND vs PFGC
+129.7%
-190.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -4.4% | +1.5% | -5.9% | -5.3% |
| 30D | +14.5% | +17.4% | -2.9% | +3.3% |
| 3M | -15.6% | -2.4% | -13.2% | -14.6% |
| 6M | +4.7% | +18.2% | -13.5% | -6.1% |
| YTD | -16.1% | +23.7% | -39.8% | -27.6% |
| 1Y | -16.0% | +15.0% | -31.0% | -24.1% |
| 3Y | -35.5% | +82.3% | -117.8% | -58.0% |
| 5Y | -60.5% | +131.9% | -192.4% | -78.8% |
| All | -60.5% | +129.7% | -190.2% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling