+122.2%
ALL vs PFG
+110.8%
+11.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | 0.0% | +5.5% | -5.5% | -2.5% |
| 30D | -1.5% | +2.4% | -3.9% | -2.6% |
| 3M | +23.6% | +13.6% | +10.0% | +16.4% |
| 6M | +22.3% | +27.9% | -5.5% | +8.8% |
| YTD | +26.5% | +35.6% | -9.0% | +9.1% |
| 1Y | +27.0% | +48.5% | -21.5% | +4.6% |
| 3Y | +149.6% | +66.9% | +82.7% | +90.5% |
| All | +122.2% | +110.8% | +11.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling