+47.0%
DD vs PFG
+71.3%
-24.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.6% |
| 7D | -0.6% | +6.0% | -6.6% | -4.4% |
| 30D | -7.4% | +2.2% | -9.6% | -9.0% |
| 3M | -6.4% | +10.4% | -16.8% | -12.8% |
| 6M | -2.5% | +27.8% | -30.3% | -17.6% |
| YTD | +10.2% | +33.6% | -23.4% | -10.1% |
| 1Y | +36.9% | +49.3% | -12.4% | +3.1% |
| 3Y | +47.0% | +69.7% | -22.7% | +1.3% |
| All | +47.0% | +71.3% | -24.3% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling