+1,132.9%
A vs PFG
+960.1%
+172.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +3.4% | +2.0% | +1.3% | +2.6% |
| 3M | +23.8% | -3.2% | +27.0% | +24.8% |
| 6M | +49.0% | +10.9% | +38.1% | +42.4% |
| YTD | +29.4% | +28.8% | +0.5% | +17.1% |
| 1Y | +19.4% | +39.2% | -19.8% | +5.1% |
| 3Y | +66.2% | +75.0% | -8.9% | +34.0% |
| 5Y | +15.8% | +91.9% | -76.1% | -10.7% |
| 10Y | +326.1% | +202.3% | +123.8% | +159.7% |
| All | +1,132.9% | +960.1% | +172.7% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling