+312.3%
A vs PFG
+189.4%
+123.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.7% |
| 30D | +3.3% | +6.4% | -3.1% | +0.9% |
| 3M | +18.5% | +2.2% | +16.3% | +17.1% |
| 6M | +59.3% | +16.3% | +43.0% | +49.2% |
| YTD | +31.0% | +33.2% | -2.2% | +16.2% |
| 1Y | +19.3% | +40.6% | -21.3% | +3.6% |
| 3Y | +66.8% | +83.3% | -16.5% | +30.2% |
| 5Y | +15.5% | +97.7% | -82.2% | -13.2% |
| 10Y | +312.3% | +189.9% | +122.5% | +159.6% |
| All | +312.3% | +189.4% | +123.0% | +159.6% |
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