+283.2%
B vs PFG
+960.1%
-676.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +9.6% | -0.6% | +10.2% | +9.7% |
| 30D | +3.5% | +2.0% | +1.5% | +3.3% |
| 3M | -1.6% | -3.2% | +1.6% | -1.3% |
| 6M | -1.7% | +10.9% | -12.6% | -2.7% |
| YTD | -5.3% | +28.8% | -34.2% | -7.5% |
| 1Y | +27.2% | +39.2% | -12.0% | +23.4% |
| 3Y | +166.1% | +75.0% | +91.1% | +152.4% |
| 5Y | +136.5% | +91.9% | +44.6% | +121.5% |
| 10Y | +172.2% | +202.3% | -30.1% | +137.8% |
| All | +283.2% | +960.1% | -676.9% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling