-49.3%
COMP vs PFG
+125.7%
-175.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.7% | +12.4% | +12.2% |
| 7D | +13.4% | -0.6% | +14.1% | +14.3% |
| 30D | +11.1% | +2.0% | +9.1% | +9.6% |
| 3M | -18.8% | -3.2% | -15.7% | -16.5% |
| 6M | +10.5% | +10.9% | -0.4% | +0.5% |
| YTD | -3.4% | +28.8% | -32.3% | -22.3% |
| 1Y | +19.7% | +39.2% | -19.5% | -10.2% |
| 3Y | +381.6% | +75.0% | +306.6% | +178.7% |
| 5Y | -17.6% | +91.9% | -109.5% | -52.3% |
| All | -49.3% | +125.7% | -175.1% | -72.4% |
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