-26.8%
PFE vs FGI
-70.0%
+43.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -0.7% | -4.1% | +3.4% | -0.7% |
| 30D | +5.3% | -3.4% | +8.7% | +5.3% |
| 3M | +10.1% | +61.8% | -51.6% | +8.8% |
| 6M | +18.0% | +17.0% | +1.0% | +16.8% |
| YTD | +25.8% | +31.4% | -5.6% | +23.9% |
| 1Y | +28.4% | +42.7% | -14.2% | +26.3% |
| 3Y | +20.9% | -0.1% | +21.1% | +18.4% |
| All | -26.8% | -70.0% | +43.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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