-22.6%
FPS vs PFG
+25.3%
-48.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.1% | -21.4% | -17.4% |
| 7D | -23.3% | +4.9% | -28.2% | -23.5% |
| 30D | -42.4% | +5.7% | -48.1% | -42.6% |
| 3M | -43.0% | +2.6% | -45.6% | -43.1% |
| 6M | -44.5% | +19.8% | -64.3% | -50.4% |
| All | -22.6% | +25.3% | -48.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling