+29.9%
ALL vs PFG
+38.8%
-8.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +12.8% | +5.0% | +7.9% | +10.6% |
| 3M | +4.7% | +0.1% | +4.6% | +4.6% |
| 6M | +24.9% | +13.8% | +11.2% | +20.3% |
| YTD | +30.0% | +31.2% | -1.3% | +19.4% |
| 1Y | +29.9% | +37.1% | -7.1% | +17.9% |
| All | +29.9% | +38.8% | -8.9% | +17.9% |
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