+112.4%
C vs PFG
+95.0%
+17.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.9% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | +0.2% | +5.0% | -4.8% | -3.2% |
| 3M | -9.3% | +0.1% | -9.4% | -9.7% |
| 6M | -0.8% | +13.8% | -14.6% | -10.3% |
| YTD | +8.5% | +31.2% | -22.7% | -11.6% |
| 1Y | +23.1% | +37.1% | -14.0% | -2.9% |
| 3Y | +220.8% | +80.6% | +140.2% | +106.7% |
| 5Y | +112.4% | +93.7% | +18.7% | +27.5% |
| All | +112.4% | +95.0% | +17.4% | +27.5% |
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