+98.2%
DD vs PFG
+184.0%
-85.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +5.0% | +2.4% | +2.6% | +3.5% |
| 30D | +19.7% | +5.9% | +13.8% | +15.5% |
| 3M | +7.2% | -0.4% | +7.6% | +6.9% |
| 6M | +1.0% | +14.8% | -13.8% | -8.2% |
| YTD | +29.1% | +31.9% | -2.8% | +7.4% |
| 1Y | +28.5% | +38.8% | -10.3% | +3.5% |
| 3Y | +89.4% | +82.4% | +7.1% | +28.3% |
| 5Y | +67.1% | +94.7% | -27.6% | +6.8% |
| All | +98.2% | +184.0% | -85.7% | -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 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