+5.7%
COMP vs PFG
+38.8%
-33.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -0.7% |
| 7D | +8.9% | +0.1% | +8.8% | +8.5% |
| 30D | +14.0% | +5.0% | +9.0% | +9.4% |
| 3M | -21.1% | +0.1% | -21.2% | -21.2% |
| 6M | +20.1% | +13.8% | +6.3% | +2.7% |
| YTD | -5.0% | +31.2% | -36.3% | -26.4% |
| 1Y | +5.7% | +37.1% | -31.4% | -19.9% |
| All | +5.7% | +38.8% | -33.1% | -19.9% |
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 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