-35.9%
DOW vs PFG
+110.7%
-146.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.2% |
| 7D | -2.9% | +6.0% | -8.9% | -6.4% |
| 30D | +2.0% | +2.2% | -0.3% | +0.2% |
| 3M | -12.5% | +10.4% | -22.9% | -18.2% |
| 6M | -9.2% | +27.8% | -37.0% | -23.2% |
| YTD | +30.8% | +33.6% | -2.9% | +7.0% |
| 1Y | +29.4% | +49.3% | -19.9% | -1.6% |
| 3Y | -34.6% | +69.7% | -104.3% | -54.1% |
| 5Y | -35.9% | +111.3% | -147.3% | -62.8% |
| All | -35.9% | +110.7% | -146.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling