+220.1%
C vs PFG
+203.0%
+17.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.6% | -0.7% |
| 7D | -0.9% | +2.3% | -3.2% | -2.7% |
| 30D | -5.4% | +7.6% | -13.0% | -10.7% |
| 3M | -9.2% | +2.5% | -11.7% | -11.3% |
| 6M | -1.8% | +16.6% | -18.4% | -13.9% |
| YTD | +6.7% | +34.1% | -27.4% | -16.4% |
| 1Y | +23.5% | +44.1% | -20.5% | -8.7% |
| 3Y | +219.8% | +86.3% | +133.5% | +90.2% |
| 5Y | +112.4% | +101.6% | +10.8% | +14.6% |
| 10Y | +220.1% | +197.9% | +22.2% | +9.7% |
| All | +220.1% | +203.0% | +17.1% | +9.7% |
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