+253.9%
A vs PFG
+242.8%
+11.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -2.1% | +6.0% | -8.0% | -4.3% |
| 30D | +0.6% | +2.2% | -1.6% | -0.4% |
| 3M | +10.9% | +10.4% | +0.5% | +6.2% |
| 6M | +28.2% | +27.8% | +0.4% | +15.9% |
| YTD | +8.6% | +33.6% | -25.1% | -3.7% |
| 1Y | +15.5% | +49.3% | -33.8% | -2.0% |
| 3Y | +31.8% | +69.7% | -37.9% | +5.8% |
| 5Y | -14.9% | +111.3% | -126.2% | -37.5% |
| All | +253.9% | +242.8% | +11.1% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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