+22.8%
COMP vs PFG
+43.7%
-21.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.0% | +1.6% | +1.7% |
| 7D | +14.5% | +2.3% | +12.3% | +12.4% |
| 30D | +14.9% | +7.6% | +7.3% | +7.7% |
| 3M | -14.2% | +2.5% | -16.8% | -16.3% |
| 6M | +23.7% | +16.6% | +7.1% | +3.0% |
| YTD | +2.1% | +34.1% | -32.0% | -23.0% |
| All | +22.8% | +43.7% | -21.0% | -11.5% |
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