-30.6%
AR vs PFG
+310.8%
-341.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.2% |
| 7D | -14.3% | -0.6% | -13.6% | -14.2% |
| 30D | +1.4% | +2.0% | -0.6% | -0.3% |
| 3M | +3.4% | -3.2% | +6.5% | +4.6% |
| 6M | -2.1% | +10.9% | -13.0% | -9.8% |
| YTD | +4.7% | +28.8% | -24.1% | -13.7% |
| 1Y | +10.6% | +39.2% | -28.6% | -13.4% |
| 3Y | +24.6% | +75.0% | -50.5% | -17.7% |
| 5Y | +71.9% | +91.9% | -20.0% | +5.0% |
| 10Y | +46.4% | +202.3% | -155.9% | -37.6% |
| All | -30.6% | +310.8% | -341.4% | -72.4% |
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