+29.4%
FFIV vs PFG
+37.6%
-8.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -0.5% | +2.4% | -2.9% | -1.4% |
| 30D | -32.4% | +5.9% | -38.3% | -33.6% |
| 3M | -25.7% | -0.4% | -25.2% | -25.5% |
| 6M | -13.5% | +14.8% | -28.3% | -19.2% |
| YTD | +21.1% | +31.9% | -10.8% | +3.7% |
| 1Y | +29.4% | +38.8% | -9.4% | +7.6% |
| All | +29.4% | +37.6% | -8.2% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling