+0.1%
DOW vs PFG
+190.9%
-190.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | +5.2% | +2.4% | +2.8% | +3.5% |
| 30D | +13.2% | +5.9% | +7.3% | +8.6% |
| 3M | +10.1% | -0.4% | +10.5% | +9.2% |
| 6M | -13.1% | +14.8% | -27.9% | -22.1% |
| YTD | +46.1% | +31.9% | +14.2% | +17.9% |
| 1Y | +50.0% | +38.8% | +11.2% | +17.1% |
| 3Y | -20.2% | +82.4% | -102.6% | -48.4% |
| 5Y | -27.7% | +94.7% | -122.4% | -56.9% |
| All | +0.1% | +190.9% | -190.9% | -52.4% |
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