-7.9%
PG vs FGI
+93.3%
-101.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -3.4% | +14.7% | -18.1% | -3.4% |
| 30D | -2.6% | +67.0% | -69.5% | -2.9% |
| 3M | -3.3% | +31.0% | -34.4% | -3.6% |
| 6M | -6.7% | +126.8% | -133.5% | -7.3% |
| YTD | +1.7% | +35.6% | -33.9% | +1.3% |
| 1Y | -7.9% | +108.9% | -116.8% | -9.2% |
| All | -7.9% | +93.3% | -101.2% | -9.2% |
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 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