-12.1%
DOW vs PFG
+197.7%
-209.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.7% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -3.9% | +2.9% | -6.8% | -6.2% |
| 3M | -12.7% | +6.7% | -19.4% | -17.1% |
| 6M | -13.7% | +33.8% | -47.5% | -30.2% |
| YTD | +28.4% | +35.0% | -6.6% | +2.7% |
| 1Y | +21.8% | +46.4% | -24.7% | -8.0% |
| 3Y | -35.7% | +71.7% | -107.4% | -56.6% |
| 5Y | -36.8% | +113.7% | -150.5% | -64.4% |
| All | -12.1% | +197.7% | -209.7% | -58.5% |
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