-27.8%
PFE vs FGI
-70.6%
+42.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | -3.7% | -7.0% | +3.3% | -3.6% |
| 30D | +5.0% | -4.2% | +9.2% | +5.0% |
| 3M | +12.2% | +55.6% | -43.4% | +10.8% |
| 6M | +14.6% | -3.2% | +17.7% | +13.6% |
| YTD | +24.1% | +29.1% | -5.0% | +22.2% |
| 1Y | +26.6% | +51.0% | -24.4% | +24.4% |
| 3Y | +14.3% | +1.5% | +12.8% | +11.9% |
| All | -27.8% | -70.6% | +42.8% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling