+20.1%
COMP vs PFG
+46.8%
-26.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.1% | +3.6% | +3.8% |
| 7D | +9.5% | +4.9% | +4.6% | +4.9% |
| 30D | +8.1% | +5.7% | +2.4% | +2.8% |
| 3M | -16.3% | +2.6% | -18.9% | -18.5% |
| 6M | +42.2% | +19.8% | +22.4% | +16.3% |
| YTD | -5.0% | +36.3% | -41.3% | -28.2% |
| 1Y | +20.1% | +47.9% | -27.8% | -12.1% |
| All | +20.1% | +46.8% | -26.7% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling