+370.0%
ALL vs PFG
+182.5%
+187.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +12.8% | +5.0% | +7.9% | +10.3% |
| 3M | +4.7% | +0.1% | +4.6% | +4.5% |
| 6M | +24.9% | +13.8% | +11.2% | +17.5% |
| YTD | +30.0% | +31.2% | -1.3% | +14.1% |
| 1Y | +29.9% | +37.1% | -7.1% | +11.7% |
| 3Y | +117.5% | +80.6% | +36.9% | +62.0% |
| 5Y | +161.7% | +93.7% | +68.0% | +85.7% |
| All | +370.0% | +182.5% | +187.5% | +163.2% |
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 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