+208.6%
B vs PFG
+195.4%
+13.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.2% |
| 7D | +7.1% | +3.0% | +4.2% | +6.8% |
| 30D | -3.3% | +8.2% | -11.5% | -4.0% |
| 3M | -2.5% | +2.7% | -5.2% | -2.8% |
| 6M | -7.2% | +17.2% | -24.5% | -8.6% |
| YTD | -7.4% | +34.8% | -42.1% | -9.8% |
| 1Y | +16.4% | +43.6% | -27.1% | +12.8% |
| 3Y | +178.7% | +85.4% | +93.3% | +164.9% |
| 5Y | +121.7% | +102.2% | +19.5% | +110.8% |
| 10Y | +208.6% | +190.2% | +18.4% | +179.7% |
| All | +208.6% | +195.4% | +13.2% | +179.7% |
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