+286.5%
C vs PFG
+239.4%
+47.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.4% |
| 7D | +3.2% | +6.0% | -2.8% | -1.6% |
| 30D | +1.3% | +2.2% | -0.9% | -0.6% |
| 3M | +3.1% | +10.4% | -7.2% | -5.3% |
| 6M | +29.6% | +27.8% | +1.8% | +6.0% |
| YTD | +19.0% | +33.6% | -14.7% | -6.4% |
| 1Y | +45.6% | +49.3% | -3.7% | +4.6% |
| 3Y | +269.3% | +69.7% | +199.5% | +136.9% |
| 5Y | +131.6% | +111.3% | +20.2% | +20.2% |
| 10Y | +286.5% | +240.3% | +46.3% | +20.9% |
| All | +286.5% | +239.4% | +47.1% | +20.9% |
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