+0.5%
PG vs FGI
-69.1%
+69.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -3.4% | +14.7% | -18.1% | -3.3% |
| 30D | -2.6% | +67.0% | -69.5% | -2.3% |
| 3M | -3.3% | +31.0% | -34.4% | -3.1% |
| 6M | -6.7% | +126.8% | -133.5% | -6.0% |
| YTD | +1.7% | +35.6% | -33.9% | +2.3% |
| 1Y | -7.9% | +108.9% | -116.8% | -6.7% |
| 3Y | +0.9% | -0.3% | +1.2% | +3.2% |
| All | +0.5% | -69.1% | +69.6% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling