+356.1%
ALL vs PFG
+239.4%
+116.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -1.7% |
| 7D | -1.7% | +6.0% | -7.7% | -4.4% |
| 30D | -4.7% | +2.2% | -6.9% | -5.7% |
| 3M | +18.4% | +10.4% | +8.0% | +13.0% |
| 6M | +20.5% | +27.8% | -7.3% | +7.5% |
| YTD | +23.5% | +33.6% | -10.1% | +7.7% |
| 1Y | +29.0% | +49.3% | -20.3% | +6.6% |
| 3Y | +153.7% | +69.7% | +84.0% | +94.5% |
| 5Y | +114.8% | +111.3% | +3.4% | +46.7% |
| 10Y | +356.1% | +240.3% | +115.9% | +136.1% |
| All | +356.1% | +239.4% | +116.7% | +136.1% |
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