+80.6%
PFG vs FGI
-70.6%
+151.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -0.6% | -7.0% | +6.3% | -0.6% |
| 30D | +2.0% | -4.2% | +6.2% | +2.0% |
| 3M | -3.2% | +55.6% | -58.8% | -3.7% |
| 6M | +10.9% | -3.2% | +14.1% | +10.5% |
| YTD | +28.8% | +29.1% | -0.3% | +28.0% |
| 1Y | +39.2% | +51.0% | -11.8% | +38.4% |
| 3Y | +75.0% | +1.5% | +73.5% | +75.9% |
| All | +80.6% | -70.6% | +151.2% | +83.8% |
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