+93.1%
DD vs PFG
+84.7%
+8.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.8% | +3.5% |
| 7D | +9.8% | +2.3% | +7.5% | +8.2% |
| 30D | +19.3% | +7.6% | +11.7% | +14.1% |
| 3M | +9.4% | +2.5% | +6.8% | +7.1% |
| 6M | +4.8% | +16.6% | -11.8% | -6.3% |
| YTD | +30.2% | +34.1% | -3.8% | +5.4% |
| 1Y | +32.2% | +44.1% | -11.8% | +1.6% |
| 3Y | +93.1% | +86.3% | +6.8% | +23.7% |
| All | +93.1% | +84.7% | +8.4% | +23.7% |
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 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