-44.8%
COMP vs PFG
+137.5%
-182.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.9% |
| 7D | +1.4% | +5.5% | -4.2% | -3.4% |
| 30D | -13.3% | +2.4% | -15.7% | -15.2% |
| 3M | +41.1% | +13.6% | +27.5% | +25.1% |
| 6M | +17.2% | +27.9% | -10.7% | -5.4% |
| YTD | +5.2% | +35.6% | -30.3% | -19.2% |
| 1Y | +18.9% | +48.5% | -29.5% | -16.5% |
| 3Y | +215.9% | +66.9% | +149.0% | +92.5% |
| 5Y | -31.2% | +111.0% | -142.1% | -62.6% |
| All | -44.8% | +137.5% | -182.3% | -71.3% |
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