+11.7%
D vs PFG
+92.7%
-81.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.4% | +2.4% | -3.8% | -2.0% |
| 30D | +7.7% | +5.9% | +1.9% | +6.2% |
| 3M | -0.3% | -0.4% | +0.2% | -0.3% |
| 6M | +10.1% | +14.8% | -4.8% | +6.0% |
| YTD | +19.1% | +31.9% | -12.8% | +10.5% |
| 1Y | +15.9% | +38.8% | -22.9% | +6.0% |
| 3Y | +75.0% | +82.4% | -7.4% | +47.5% |
| All | +11.7% | +92.7% | -81.1% | -6.4% |
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 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