+653.3%
EXC vs PFG
+1,015.3%
-362.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.7% |
| 7D | +0.3% | +5.5% | -5.2% | -1.0% |
| 30D | -3.7% | +2.4% | -6.1% | -4.3% |
| 3M | -1.3% | +13.6% | -14.9% | -4.3% |
| 6M | -9.7% | +27.9% | -37.6% | -14.9% |
| YTD | +2.9% | +35.6% | -32.7% | -4.5% |
| 1Y | +4.4% | +48.5% | -44.1% | -5.3% |
| 3Y | +22.2% | +66.9% | -44.7% | +6.5% |
| 5Y | +46.7% | +111.0% | -64.2% | +19.4% |
| 10Y | +155.3% | +244.5% | -89.2% | +77.1% |
| All | +653.3% | +1,015.3% | -362.0% | +240.0% |
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