+90.0%
PFG vs FGI
-70.4%
+160.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.1% | -1.6% |
| 7D | +5.5% | +0.5% | +5.0% | +5.5% |
| 30D | +2.4% | +65.4% | -63.0% | +1.8% |
| 3M | +13.6% | +23.5% | -9.9% | +13.1% |
| 6M | +27.9% | +60.5% | -32.6% | +27.0% |
| YTD | +35.6% | +30.0% | +5.6% | +34.7% |
| 1Y | +48.5% | +82.1% | -33.6% | +48.0% |
| 3Y | +66.9% | -4.4% | +71.3% | +68.2% |
| All | +90.0% | -70.4% | +160.4% | +93.4% |
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