+1,304.6%
ALL vs PFG
+960.1%
+344.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | +13.8% | +2.0% | +11.8% | +12.8% |
| 3M | -7.0% | -3.2% | -3.8% | -5.8% |
| 6M | +18.0% | +10.9% | +7.1% | +12.6% |
| YTD | +24.2% | +28.8% | -4.7% | +10.4% |
| 1Y | +31.2% | +39.2% | -8.0% | +12.6% |
| 3Y | +107.5% | +75.0% | +32.5% | +58.6% |
| 5Y | +144.8% | +91.9% | +52.9% | +76.9% |
| 10Y | +375.8% | +202.3% | +173.4% | +160.4% |
| All | +1,304.6% | +960.1% | +344.4% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling