+108.6%
F vs PFG
+1,015.3%
-906.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +5.3% | +5.5% | -0.2% | +2.6% |
| 30D | +4.6% | +2.4% | +2.2% | +3.3% |
| 3M | -3.7% | +13.6% | -17.2% | -9.6% |
| 6M | +16.8% | +27.9% | -11.1% | +3.7% |
| YTD | +15.3% | +35.6% | -20.3% | -0.5% |
| 1Y | +31.0% | +48.5% | -17.5% | +8.2% |
| 3Y | +45.4% | +66.9% | -21.4% | +13.5% |
| 5Y | +54.7% | +111.0% | -56.3% | +9.2% |
| 10Y | +98.2% | +244.5% | -146.3% | +10.0% |
| All | +108.6% | +1,015.3% | -906.7% | -37.6% |
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