+507.5%
D vs PFG
+1,015.3%
-507.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +0.4% | +5.5% | -5.1% | -0.5% |
| 30D | -3.6% | +2.4% | -5.9% | -4.0% |
| 3M | -1.0% | +13.6% | -14.6% | -3.3% |
| 6M | +6.3% | +27.9% | -21.6% | +1.6% |
| YTD | +14.7% | +35.6% | -20.8% | +8.4% |
| 1Y | +16.9% | +48.5% | -31.5% | +8.5% |
| 3Y | +56.8% | +66.9% | -10.1% | +41.8% |
| 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 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