+85.6%
ES vs PFG
+203.0%
-117.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.5% |
| 7D | -0.1% | +2.3% | -2.4% | -0.7% |
| 30D | +5.7% | +7.6% | -1.9% | +3.8% |
| 3M | -2.8% | +2.5% | -5.3% | -3.6% |
| 6M | +7.0% | +16.6% | -9.6% | +2.8% |
| YTD | +6.8% | +34.1% | -27.3% | -1.0% |
| 1Y | -0.5% | +44.1% | -44.5% | -9.4% |
| 3Y | +47.2% | +86.3% | -39.1% | +24.9% |
| 5Y | +2.3% | +101.6% | -99.3% | -15.7% |
| 10Y | +85.6% | +197.9% | -112.2% | +24.2% |
| All | +85.6% | +203.0% | -117.4% | +24.2% |
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