+19.3%
A vs PFG
+41.5%
-22.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.1% |
| 30D | +3.3% | +6.4% | -3.1% | +2.8% |
| 3M | +18.5% | +2.2% | +16.3% | +18.1% |
| 6M | +59.3% | +16.3% | +43.0% | +51.3% |
| YTD | +31.0% | +33.2% | -2.2% | +15.2% |
| 1Y | +19.3% | +40.6% | -21.3% | +1.9% |
| All | +19.3% | +41.5% | -22.2% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling