+47.9%
PFG vs FGI
+38.7%
+9.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.0% | +9.1% | +4.2% |
| 7D | +4.9% | +3.3% | +1.5% | +4.8% |
| 30D | +5.7% | -2.0% | +7.7% | +5.7% |
| 3M | +2.6% | +60.3% | -57.7% | +1.3% |
| 6M | +19.8% | +0.7% | +19.0% | +18.9% |
| YTD | +36.3% | +30.2% | +6.1% | +33.9% |
| 1Y | +47.9% | +44.4% | +3.5% | +45.7% |
| All | +47.9% | +38.7% | +9.2% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling