+3.2%
PG vs FGI
-70.4%
+73.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.3% |
| 7D | +1.9% | +0.5% | +1.3% | +1.9% |
| 30D | -0.2% | +65.4% | -65.6% | +0.1% |
| 3M | +4.8% | +23.5% | -18.7% | +5.0% |
| 6M | -6.1% | +60.5% | -66.6% | -5.5% |
| YTD | +4.5% | +30.0% | -25.5% | +5.0% |
| 1Y | -5.3% | +82.1% | -87.4% | -4.2% |
| 3Y | +2.6% | -4.4% | +7.0% | +4.9% |
| All | +3.2% | -70.4% | +73.5% | +4.9% |
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