-30.1%
PFE vs FGI
-70.4%
+40.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | +12.7% | +23.5% | -10.8% | +11.6% |
| 6M | +10.5% | +60.5% | -50.0% | +8.8% |
| YTD | +20.2% | +30.0% | -9.8% | +18.4% |
| 1Y | +24.1% | +82.1% | -58.0% | +21.5% |
| 3Y | -3.6% | -4.4% | +0.8% | -5.5% |
| All | -30.1% | -70.4% | +40.3% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling