-12.0%
A vs PFG
+110.8%
-122.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.3% |
| 7D | -1.9% | +5.5% | -7.5% | -4.4% |
| 30D | +6.9% | +2.4% | +4.5% | +5.6% |
| 3M | +9.2% | +13.6% | -4.3% | +2.4% |
| 6M | +25.7% | +27.9% | -2.2% | +11.3% |
| YTD | +11.5% | +35.6% | -24.0% | -4.3% |
| 1Y | +18.4% | +48.5% | -30.1% | -3.1% |
| 3Y | +26.6% | +66.9% | -40.3% | -3.2% |
| All | -12.0% | +110.8% | -122.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling