+30.5%
DOW vs PFG
+49.2%
-18.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.4% | -3.0% | +0.6% | -2.1% |
| 30D | -4.1% | +2.5% | -6.6% | -4.3% |
| 3M | -12.4% | +6.1% | -18.5% | -13.1% |
| 6M | -10.6% | +31.3% | -41.9% | -16.9% |
| YTD | +31.1% | +33.6% | -2.5% | +17.8% |
| 1Y | +30.5% | +48.5% | -18.0% | +10.4% |
| All | +30.5% | +49.2% | -18.7% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling