+105.9%
C vs PFG
+91.4%
+14.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.7% |
| 7D | -2.4% | -0.6% | -1.7% | -2.0% |
| 30D | -6.0% | +2.0% | -8.0% | -7.3% |
| 3M | -10.5% | -3.2% | -7.4% | -8.8% |
| 6M | -5.7% | +10.9% | -16.6% | -13.2% |
| YTD | +4.1% | +28.8% | -24.7% | -14.0% |
| 1Y | +20.5% | +39.2% | -18.7% | -6.0% |
| 3Y | +208.1% | +75.0% | +133.1% | +103.0% |
| All | +105.9% | +91.4% | +14.5% | +24.3% |
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