+368.4%
ALL vs PFG
+195.4%
+173.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -0.1% | +3.0% | -3.1% | -1.5% |
| 30D | +13.8% | +8.2% | +5.7% | +9.8% |
| 3M | -2.8% | +2.7% | -5.5% | -4.1% |
| 6M | +23.7% | +17.2% | +6.4% | +14.8% |
| YTD | +27.3% | +34.8% | -7.5% | +10.4% |
| 1Y | +30.5% | +43.6% | -13.0% | +9.9% |
| 3Y | +113.0% | +85.4% | +27.6% | +56.7% |
| 5Y | +157.6% | +102.2% | +55.4% | +79.3% |
| 10Y | +368.4% | +190.2% | +178.2% | +159.5% |
| All | +368.4% | +195.4% | +173.0% | +159.5% |
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