+200.4%
B vs PFG
+67.7%
+132.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -1.6% | +5.5% | -7.1% | -3.1% |
| 30D | +9.4% | +2.4% | +7.1% | +8.6% |
| 3M | +5.0% | +13.6% | -8.6% | +0.8% |
| 6M | -3.5% | +27.9% | -31.4% | -10.6% |
| YTD | +4.5% | +35.6% | -31.1% | -4.8% |
| 1Y | +67.8% | +48.5% | +19.3% | +48.9% |
| All | +200.4% | +67.7% | +132.8% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling