-8.7%
COMP vs PFG
+92.7%
-101.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.2% |
| 7D | 0.0% | +2.4% | -2.4% | -2.2% |
| 30D | +16.6% | +5.9% | +10.7% | +10.9% |
| 3M | -23.5% | -0.4% | -23.1% | -23.2% |
| 6M | +25.7% | +14.8% | +10.9% | +9.8% |
| YTD | -3.4% | +31.9% | -35.3% | -25.4% |
| 1Y | +7.6% | +38.8% | -31.2% | -21.1% |
| 3Y | +423.6% | +82.4% | +341.2% | +172.3% |
| All | -8.7% | +92.7% | -101.4% | -52.2% |
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