+157.6%
B vs PFG
+110.8%
+46.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -1.6% | +5.5% | -7.1% | -2.7% |
| 30D | +9.4% | +2.4% | +7.1% | +8.8% |
| 3M | +5.0% | +13.6% | -8.6% | +2.1% |
| 6M | -3.5% | +27.9% | -31.4% | -8.4% |
| YTD | +4.5% | +35.6% | -31.1% | -2.0% |
| 1Y | +67.8% | +48.5% | +19.3% | +54.7% |
| 3Y | +196.7% | +66.9% | +129.8% | +165.3% |
| All | +157.6% | +110.8% | +46.8% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling