+6.5%
D vs PFG
+110.7%
-104.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | +0.8% | +6.0% | -5.2% | -0.7% |
| 30D | -0.7% | +2.2% | -3.0% | -1.3% |
| 3M | +2.1% | +10.4% | -8.3% | -0.5% |
| 6M | +6.8% | +27.8% | -21.0% | +0.5% |
| YTD | +16.5% | +33.6% | -17.1% | +8.2% |
| 1Y | +19.2% | +49.3% | -30.1% | +7.3% |
| 3Y | +61.9% | +69.7% | -7.9% | +39.6% |
| 5Y | +6.5% | +111.3% | -104.8% | -9.7% |
| All | +6.5% | +110.7% | -104.2% | -9.7% |
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