+863.6%
ES vs PFG
+979.8%
-116.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +8.2% | +5.0% | +3.3% | +7.3% |
| 3M | +0.6% | +0.1% | +0.6% | +0.5% |
| 6M | +6.0% | +13.8% | -7.8% | +3.5% |
| YTD | +9.3% | +31.2% | -21.9% | +4.0% |
| 1Y | +1.1% | +37.1% | -35.9% | -4.6% |
| 3Y | +51.9% | +80.6% | -28.7% | +36.2% |
| 5Y | +6.5% | +93.7% | -87.3% | -6.5% |
| 10Y | +94.8% | +185.5% | -90.8% | +53.0% |
| All | +863.6% | +979.8% | -116.2% | +441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling