+522.9%
D vs PFG
+979.8%
-456.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +8.4% | +5.0% | +3.4% | +7.4% |
| 3M | +0.2% | +0.1% | +0.2% | +0.1% |
| 6M | +9.5% | +13.8% | -4.3% | +6.8% |
| YTD | +18.8% | +31.2% | -12.4% | +12.8% |
| 1Y | +14.7% | +37.1% | -22.4% | +8.0% |
| 3Y | +72.9% | +80.6% | -7.7% | +54.2% |
| 5Y | +13.1% | +93.7% | -80.6% | -1.3% |
| 10Y | +47.2% | +185.5% | -138.4% | +14.4% |
| All | +522.9% | +979.8% | -456.9% | +217.9% |
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