+234.1%
ABT vs PFG
+184.0%
+50.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.3% | +2.4% | -3.7% | -1.9% |
| 30D | +6.0% | +5.9% | +0.2% | +4.4% |
| 3M | -1.9% | -0.4% | -1.4% | -1.9% |
| 6M | +31.2% | +14.8% | +16.3% | +26.0% |
| YTD | -11.2% | +31.9% | -43.1% | -18.2% |
| 1Y | -14.0% | +38.8% | -52.8% | -21.8% |
| 3Y | +20.7% | +82.4% | -61.7% | -0.1% |
| 5Y | -6.7% | +94.7% | -101.4% | -25.2% |
| All | +234.1% | +184.0% | +50.2% | +121.5% |
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 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