+13.7%
COMP vs PFG
+44.5%
-30.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.5% | -7.9% | -7.9% |
| 7D | +7.2% | +3.0% | +4.2% | +4.4% |
| 30D | +6.4% | +8.2% | -1.8% | -0.8% |
| 3M | -19.4% | +2.7% | -22.1% | -21.5% |
| 6M | +14.6% | +17.2% | -2.7% | -5.1% |
| YTD | -5.5% | +34.8% | -40.2% | -29.1% |
| 1Y | +13.7% | +43.6% | -29.9% | -18.5% |
| All | +13.7% | +44.5% | -30.8% | -18.5% |
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