+92.9%
FFIV vs PFG
+110.8%
-17.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -1.0% | +5.5% | -6.5% | -3.6% |
| 30D | -5.1% | +2.4% | -7.4% | -6.2% |
| 3M | -4.5% | +13.6% | -18.0% | -10.5% |
| 6M | +36.5% | +27.9% | +8.6% | +20.5% |
| YTD | +53.0% | +35.6% | +17.4% | +31.2% |
| 1Y | +24.2% | +48.5% | -24.2% | +1.7% |
| 3Y | +137.2% | +66.9% | +70.3% | +80.6% |
| All | +92.9% | +110.8% | -17.9% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling