+845.9%
ES vs PFG
+960.1%
-114.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +7.1% | +2.0% | +5.0% | +6.7% |
| 3M | -1.9% | -3.2% | +1.2% | -1.5% |
| 6M | +4.4% | +10.9% | -6.6% | +2.4% |
| YTD | +7.3% | +28.8% | -21.5% | +2.4% |
| 1Y | +2.1% | +39.2% | -37.0% | -3.9% |
| 3Y | +41.8% | +75.0% | -33.2% | +27.8% |
| 5Y | +1.4% | +91.9% | -90.5% | -10.7% |
| 10Y | +86.8% | +202.3% | -115.6% | +45.5% |
| All | +845.9% | +960.1% | -114.3% | +433.2% |
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 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