+126.6%
FFIV vs PFG
+203.0%
-76.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.6% |
| 7D | -2.1% | +2.3% | -4.4% | -3.0% |
| 30D | -33.8% | +7.6% | -41.4% | -35.7% |
| 3M | -20.6% | +2.5% | -23.1% | -21.7% |
| 6M | -10.2% | +16.6% | -26.9% | -16.0% |
| YTD | +24.5% | +34.1% | -9.6% | +10.0% |
| 1Y | +29.3% | +44.1% | -14.8% | +11.0% |
| 3Y | +103.8% | +86.3% | +17.5% | +56.7% |
| 5Y | +40.9% | +101.6% | -60.7% | +4.2% |
| 10Y | +126.6% | +197.9% | -71.3% | +34.6% |
| All | +126.6% | +203.0% | -76.4% | +34.6% |
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 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