-63.3%
FND vs PFGC
+105.5%
-168.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | -5.1% | -4.8% | -0.2% | -2.2% |
| 30D | -22.5% | -17.2% | -5.3% | -13.3% |
| 3M | -5.0% | -6.3% | +1.3% | -1.2% |
| 6M | -21.5% | +8.8% | -30.4% | -25.3% |
| YTD | -23.0% | +4.9% | -28.0% | -25.8% |
| 1Y | -44.9% | -9.5% | -35.4% | -42.1% |
| 3Y | -50.0% | +59.6% | -109.6% | -63.5% |
| 5Y | -63.3% | +113.5% | -176.8% | -77.7% |
| All | -63.3% | +105.5% | -168.8% | -77.7% |
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 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