-64.7%
CAPR vs PFG
+203.0%
-267.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.0% | +5.4% | +6.5% |
| 7D | +36.0% | +2.3% | +33.8% | +34.1% |
| 30D | +25.8% | +7.6% | +18.2% | +19.8% |
| 3M | +140.8% | +2.5% | +138.3% | +134.1% |
| 6M | -67.6% | +16.6% | -84.2% | -72.6% |
| YTD | -65.9% | +34.1% | -99.9% | -74.4% |
| 1Y | +66.1% | +44.1% | +22.0% | +19.6% |
| 3Y | +256.9% | +86.3% | +170.6% | +108.9% |
| 5Y | +172.1% | +101.6% | +70.5% | +40.9% |
| 10Y | -64.7% | +197.9% | -262.6% | -90.9% |
| All | -64.7% | +203.0% | -267.7% | -90.9% |
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 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