+216.9%
B vs PFG
+182.5%
+34.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.0% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -6.6% | +5.0% | -11.6% | -7.0% |
| 3M | -7.9% | +0.1% | -7.9% | -7.9% |
| 6M | -16.8% | +13.8% | -30.6% | -17.8% |
| YTD | -11.7% | +31.2% | -42.9% | -13.8% |
| 1Y | +3.5% | +37.1% | -33.6% | +0.7% |
| 3Y | +165.7% | +80.6% | +85.1% | +153.3% |
| 5Y | +108.4% | +93.7% | +14.7% | +98.9% |
| All | +216.9% | +182.5% | +34.4% | +193.3% |
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