-44.5%
C vs PFG
+1,015.3%
-1,059.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.8% |
| 7D | +3.6% | +5.5% | -1.9% | -0.5% |
| 30D | +0.1% | +2.4% | -2.3% | -1.8% |
| 3M | +2.4% | +13.6% | -11.2% | -7.1% |
| 6M | +24.9% | +27.9% | -3.0% | +4.1% |
| YTD | +19.8% | +35.6% | -15.7% | -4.5% |
| 1Y | +44.9% | +48.5% | -3.6% | +7.8% |
| 3Y | +263.0% | +66.9% | +196.1% | +146.8% |
| 5Y | +129.5% | +111.0% | +18.6% | +29.1% |
| 10Y | +291.6% | +244.5% | +47.1% | +52.6% |
| All | -44.5% | +1,015.3% | -1,059.7% | -91.0% |
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