+851.1%
ES vs PFG
+1,015.3%
-164.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | +0.3% | +5.5% | -5.2% | -0.7% |
| 30D | -2.0% | +2.4% | -4.3% | -2.4% |
| 3M | +1.7% | +13.6% | -11.9% | -0.6% |
| 6M | -3.5% | +27.9% | -31.4% | -7.6% |
| YTD | +7.9% | +35.6% | -27.6% | +2.2% |
| 1Y | +17.2% | +48.5% | -31.3% | +9.1% |
| 3Y | +29.3% | +66.9% | -37.6% | +17.5% |
| 5Y | -5.7% | +111.0% | -116.7% | -18.4% |
| 10Y | +85.2% | +244.5% | -159.3% | +41.4% |
| All | +851.1% | +1,015.3% | -164.2% | +431.9% |
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