-2.1%
AR vs PFG
+10.8%
-12.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -1.0% |
| 7D | -14.3% | -0.6% | -13.6% | -14.1% |
| 30D | +1.4% | +2.0% | -0.6% | +1.6% |
| 3M | +3.4% | -3.2% | +6.5% | +3.7% |
| 6M | -2.1% | +10.9% | -13.0% | +3.9% |
| All | -2.1% | +10.8% | -12.9% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling