+371.6%
ALL vs PFG
+184.0%
+187.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | +5.0% | +2.4% | +2.7% | +3.8% |
| 30D | +13.3% | +5.9% | +7.5% | +10.3% |
| 3M | +3.2% | -0.4% | +3.6% | +3.2% |
| 6M | +25.3% | +14.8% | +10.5% | +17.4% |
| YTD | +30.5% | +31.9% | -1.5% | +14.2% |
| 1Y | +29.2% | +38.8% | -9.6% | +10.4% |
| 3Y | +119.1% | +82.4% | +36.7% | +62.4% |
| 5Y | +162.6% | +94.7% | +67.9% | +85.9% |
| All | +371.6% | +184.0% | +187.7% | +163.5% |
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