+41.8%
AR vs PFG
+239.4%
-197.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.1% |
| 7D | -1.8% | +6.0% | -7.8% | -5.9% |
| 30D | +12.6% | +2.2% | +10.4% | +10.5% |
| 3M | +10.0% | +10.4% | -0.3% | +2.1% |
| 6M | +0.6% | +27.8% | -27.1% | -16.3% |
| YTD | +13.4% | +33.6% | -20.2% | -9.3% |
| 1Y | +21.7% | +49.3% | -27.6% | -10.3% |
| 3Y | +45.8% | +69.7% | -23.9% | -3.6% |
| 5Y | +144.3% | +111.3% | +32.9% | +35.6% |
| 10Y | +41.8% | +240.3% | -198.5% | -53.6% |
| All | +41.8% | +239.4% | -197.6% | -53.6% |
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 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