+507.5%
D vs PFG
+1,015.3%
-507.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.5% | +5.5% | -4.1% | +0.5% |
| 30D | -2.6% | +2.4% | -5.0% | -3.0% |
| 3M | 0.0% | +13.6% | -13.6% | -2.4% |
| 6M | +7.4% | +27.9% | -20.5% | +2.6% |
| YTD | +15.9% | +35.6% | -19.7% | +9.5% |
| 1Y | +18.1% | +48.5% | -30.3% | +9.6% |
| 3Y | +58.4% | +66.9% | -8.5% | +43.3% |
| 5Y | +5.2% | +111.0% | -105.8% | -9.6% |
| 10Y | +35.9% | +244.5% | -208.6% | +2.5% |
| All | +507.5% | +1,015.3% | -507.8% | +208.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling