-51.7%
C vs PFG
+960.1%
-1,011.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 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% | -14.1% |
| 1Y | +20.5% | +39.2% | -18.7% | -6.0% |
| 3Y | +208.1% | +75.0% | +133.1% | +102.3% |
| 5Y | +110.4% | +91.9% | +18.5% | +26.5% |
| 10Y | +234.6% | +202.3% | +32.3% | +42.9% |
| All | -51.7% | +960.1% | -1,011.9% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling