-29.9%
COMP vs PFG
+110.8%
-140.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +2.0% |
| 7D | +1.4% | +5.5% | -4.2% | -3.6% |
| 30D | -13.3% | +2.4% | -15.7% | -15.3% |
| 3M | +41.1% | +13.6% | +27.5% | +24.4% |
| 6M | +17.2% | +27.9% | -10.7% | -6.4% |
| YTD | +5.2% | +35.6% | -30.3% | -20.3% |
| 1Y | +18.9% | +48.5% | -29.5% | -18.0% |
| 3Y | +215.9% | +66.9% | +149.0% | +86.0% |
| All | -29.9% | +110.8% | -140.7% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling