-54.2%
COMP vs PFG
+129.6%
-183.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.8% | -4.3% | -4.8% |
| 7D | -1.8% | -0.7% | -1.1% | -0.8% |
| 30D | -0.8% | +2.8% | -3.6% | -2.7% |
| 3M | -28.1% | -1.0% | -27.1% | -27.3% |
| 6M | +27.0% | +13.6% | +13.4% | +13.5% |
| YTD | -12.8% | +31.1% | -43.8% | -30.8% |
| 1Y | +4.9% | +43.8% | -38.9% | -23.4% |
| 3Y | +321.0% | +75.0% | +246.0% | +144.5% |
| 5Y | -25.6% | +95.2% | -120.8% | -57.5% |
| All | -54.2% | +129.6% | -183.9% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling