+95.6%
F vs PFG
+244.0%
-148.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.5% |
| 7D | +5.3% | +5.5% | -0.2% | +1.4% |
| 30D | +4.6% | +2.4% | +2.2% | +2.6% |
| 3M | -3.7% | +13.6% | -17.2% | -12.2% |
| 6M | +16.8% | +27.9% | -11.1% | -1.9% |
| YTD | +15.3% | +35.6% | -20.3% | -7.2% |
| 1Y | +31.0% | +48.5% | -17.5% | -1.2% |
| 3Y | +45.4% | +66.9% | -21.4% | -0.1% |
| 5Y | +54.7% | +111.0% | -56.3% | -9.8% |
| All | +95.6% | +244.0% | -148.4% | -29.1% |
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 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