+225.5%
FFIV vs PFG
+239.4%
-13.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | -1.5% | +6.0% | -7.5% | -4.0% |
| 30D | -2.7% | +2.2% | -4.9% | -3.6% |
| 3M | -1.7% | +10.4% | -12.0% | -5.7% |
| 6M | +36.1% | +27.8% | +8.3% | +22.9% |
| YTD | +52.6% | +33.6% | +19.0% | +35.2% |
| 1Y | +21.5% | +49.3% | -27.8% | +2.8% |
| 3Y | +142.7% | +69.7% | +72.9% | +93.2% |
| 5Y | +92.6% | +111.3% | -18.8% | +39.7% |
| 10Y | +225.5% | +240.3% | -14.8% | +71.8% |
| All | +225.5% | +239.4% | -13.9% | +71.8% |
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