+429.2%
DD vs PFG
+996.3%
-567.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +3.2% | -2.2% | +5.5% | +4.3% |
| 30D | +20.3% | +6.4% | +13.9% | +17.1% |
| 3M | +8.2% | +2.2% | +5.9% | +6.8% |
| 6M | +3.4% | +16.3% | -12.9% | -3.6% |
| YTD | +30.6% | +33.2% | -2.6% | +14.7% |
| 1Y | +30.6% | +40.6% | -10.0% | +12.1% |
| 3Y | +91.1% | +83.3% | +7.8% | +46.6% |
| 5Y | +68.6% | +97.7% | -29.1% | +24.7% |
| 10Y | +99.9% | +189.9% | -90.0% | +22.0% |
| All | +429.2% | +996.3% | -567.0% | +56.4% |
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