-24.2%
AR vs PFG
+332.2%
-356.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.3% |
| 7D | +2.5% | +5.5% | -3.0% | -1.2% |
| 30D | +14.8% | +2.4% | +12.4% | +12.7% |
| 3M | +6.2% | +13.6% | -7.4% | -2.9% |
| 6M | +4.3% | +27.9% | -23.6% | -12.5% |
| YTD | +14.4% | +35.6% | -21.2% | -8.2% |
| 1Y | +21.3% | +48.5% | -27.1% | -8.7% |
| 3Y | +39.8% | +66.9% | -27.1% | -4.1% |
| 5Y | +142.1% | +111.0% | +31.1% | +40.3% |
| 10Y | +52.0% | +244.5% | -192.5% | -39.2% |
| All | -24.2% | +332.2% | -356.4% | -70.6% |
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 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