+56.7%
FND vs PFGC
+292.9%
-236.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -5.2% | -2.2% | -3.0% | -4.4% |
| 30D | -19.9% | -11.9% | -7.9% | -16.1% |
| 3M | +2.7% | +5.0% | -2.3% | +0.9% |
| 6M | -21.7% | +8.6% | -30.3% | -23.8% |
| YTD | -17.5% | +9.7% | -27.2% | -20.4% |
| 1Y | -39.3% | -6.3% | -33.0% | -38.0% |
| 3Y | -49.8% | +58.2% | -108.0% | -57.7% |
| 5Y | -60.1% | +110.4% | -170.5% | -69.6% |
| All | +56.7% | +292.9% | -236.2% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling