-24.4%
DOW vs PFG
+86.4%
-110.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -6.8% | +3.0% | -9.8% | -8.5% |
| 30D | +10.8% | +8.2% | +2.6% | +5.7% |
| 3M | +4.1% | +2.7% | +1.4% | +1.8% |
| 6M | -12.7% | +17.2% | -30.0% | -22.2% |
| YTD | +39.2% | +34.8% | +4.5% | +10.7% |
| 1Y | +49.5% | +43.6% | +5.9% | +13.2% |
| 3Y | -24.4% | +85.4% | -109.8% | -54.0% |
| All | -24.4% | +86.4% | -110.8% | -54.0% |
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