+30.5%
ALL vs PFG
+44.5%
-13.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -0.1% | +3.0% | -3.1% | -1.3% |
| 30D | +13.8% | +8.2% | +5.7% | +10.3% |
| 3M | -2.8% | +2.7% | -5.5% | -3.7% |
| 6M | +23.7% | +17.2% | +6.4% | +17.7% |
| YTD | +27.3% | +34.8% | -7.5% | +15.5% |
| 1Y | +30.5% | +43.6% | -13.0% | +16.7% |
| All | +30.5% | +44.5% | -13.9% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling