+77.3%
F vs PFG
+1,008.7%
-931.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +1.0% | +3.0% | -2.0% | -0.5% |
| 30D | +2.1% | +8.2% | -6.0% | -1.5% |
| 3M | -10.3% | +2.7% | -13.0% | -11.6% |
| 6M | +3.3% | +17.2% | -14.0% | -4.7% |
| YTD | -2.0% | +34.8% | -36.7% | -15.3% |
| 1Y | -2.3% | +43.6% | -45.8% | -18.0% |
| 3Y | +49.9% | +85.4% | -35.5% | +11.5% |
| 5Y | -12.5% | +102.2% | -114.6% | -37.1% |
| 10Y | +74.3% | +190.2% | -116.0% | +3.6% |
| All | +77.3% | +1,008.7% | -931.3% | -46.9% |
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