+2.6%
PG vs FGI
-69.8%
+72.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -0.4% | +5.2% | -5.6% | -0.4% |
| 30D | -0.1% | +65.2% | -65.4% | +0.2% |
| 3M | +1.1% | +30.2% | -29.1% | +1.3% |
| 6M | -3.8% | +87.8% | -91.6% | -3.1% |
| YTD | +3.8% | +32.5% | -28.6% | +4.4% |
| 1Y | -5.8% | +93.6% | -99.3% | -4.6% |
| 3Y | +3.0% | -2.6% | +5.6% | +5.4% |
| All | +2.6% | -69.8% | +72.4% | +4.3% |
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