+71.9%
F vs PFG
+979.8%
-908.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.2% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -0.5% | +5.0% | -5.4% | -2.7% |
| 3M | -12.9% | +0.1% | -13.0% | -13.2% |
| 6M | +1.5% | +13.8% | -12.2% | -5.0% |
| YTD | -5.0% | +31.2% | -36.3% | -16.9% |
| 1Y | -7.3% | +37.1% | -44.4% | -20.6% |
| 3Y | +45.3% | +80.6% | -35.3% | +9.3% |
| 5Y | -15.8% | +93.7% | -109.5% | -38.3% |
| 10Y | +64.2% | +185.5% | -121.3% | -1.6% |
| All | +71.9% | +979.8% | -908.0% | -47.9% |
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