+223.5%
C vs PFG
+195.7%
+27.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.8% |
| 7D | -2.4% | -0.6% | -1.7% | -1.9% |
| 30D | -6.0% | +2.0% | -8.0% | -7.5% |
| 3M | -10.5% | -3.2% | -7.4% | -8.7% |
| 6M | -5.7% | +10.9% | -16.6% | -14.0% |
| YTD | +4.1% | +28.8% | -24.7% | -15.9% |
| 1Y | +20.5% | +39.2% | -18.7% | -8.5% |
| 3Y | +208.1% | +75.0% | +133.1% | +92.5% |
| 5Y | +110.4% | +91.9% | +18.5% | +17.9% |
| All | +223.5% | +195.7% | +27.8% | +10.2% |
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 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