+69.0%
F vs PFG
+189.4%
-120.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -0.8% |
| 30D | +3.3% | +6.4% | -3.0% | -0.9% |
| 3M | -11.3% | +2.2% | -13.6% | -13.1% |
| 6M | +5.3% | +16.3% | -10.9% | -6.0% |
| YTD | -2.2% | +33.2% | -35.5% | -20.6% |
| 1Y | -3.5% | +40.6% | -44.2% | -24.6% |
| 3Y | +49.5% | +83.3% | -33.8% | -3.9% |
| 5Y | -13.5% | +97.7% | -111.3% | -47.6% |
| 10Y | +69.0% | +189.9% | -120.9% | -33.8% |
| All | +69.0% | +189.4% | -120.3% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling