+3.4%
EXC vs PFG
+51.4%
-48.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -0.7% | +5.5% | -6.2% | -0.7% |
| 30D | -4.6% | +2.4% | -7.0% | -4.7% |
| 3M | -2.2% | +13.6% | -15.8% | -1.9% |
| 6M | -10.6% | +27.9% | -38.4% | -9.8% |
| YTD | +1.9% | +35.6% | -33.6% | +3.0% |
| 1Y | +3.4% | +48.5% | -45.1% | +4.1% |
| All | +3.4% | +51.4% | -48.0% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling