-2.5%
PFE vs FGI
-4.4%
+1.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.8% | -1.3% |
| 7D | +1.8% | +0.5% | +1.2% | +1.7% |
| 30D | +10.2% | +65.4% | -55.2% | +9.0% |
| 3M | +12.7% | +23.5% | -10.8% | +11.6% |
| 6M | +10.5% | +60.5% | -50.0% | +8.9% |
| YTD | +20.2% | +30.0% | -9.8% | +18.5% |
| 1Y | +24.1% | +82.1% | -58.0% | +21.9% |
| All | -2.5% | -4.4% | +1.9% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling