+48.3%
D vs PFG
+195.4%
-147.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.4% | +3.0% | -0.6% | +1.6% |
| 30D | +10.9% | +8.2% | +2.8% | +8.8% |
| 3M | +2.8% | +2.7% | +0.2% | +2.0% |
| 6M | +12.7% | +17.2% | -4.5% | +8.1% |
| YTD | +20.3% | +34.8% | -14.4% | +11.3% |
| 1Y | +17.1% | +43.6% | -26.4% | +6.5% |
| 3Y | +75.1% | +85.4% | -10.3% | +48.2% |
| 5Y | +13.1% | +102.2% | -89.0% | -7.6% |
| 10Y | +48.3% | +190.2% | -142.0% | -2.2% |
| All | +48.3% | +195.4% | -147.2% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling