+193.4%
B vs PFG
+239.4%
-46.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.3% |
| 7D | +2.3% | +6.0% | -3.7% | +1.8% |
| 30D | +1.4% | +2.2% | -0.9% | +1.1% |
| 3M | +12.2% | +10.4% | +1.8% | +11.2% |
| 6M | -2.1% | +27.8% | -29.9% | -4.2% |
| YTD | +2.9% | +33.6% | -30.7% | +0.3% |
| 1Y | +55.3% | +49.3% | +6.0% | +50.0% |
| 3Y | +198.7% | +69.7% | +129.0% | +185.4% |
| 5Y | +153.8% | +111.3% | +42.4% | +141.2% |
| 10Y | +193.4% | +240.3% | -46.9% | +119.0% |
| All | +193.4% | +239.4% | -46.0% | +119.0% |
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