+4,033.5%
FFIV vs PFG
+960.1%
+3,073.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -8.1% | -0.6% | -7.5% | -8.0% |
| 30D | -33.4% | +2.0% | -35.4% | -33.9% |
| 3M | -24.7% | -3.2% | -21.6% | -24.2% |
| 6M | -8.8% | +10.9% | -19.8% | -12.2% |
| YTD | +21.8% | +28.8% | -7.1% | +11.6% |
| 1Y | +25.3% | +39.2% | -13.9% | +12.0% |
| 3Y | +101.2% | +75.0% | +26.1% | +66.0% |
| 5Y | +40.2% | +91.9% | -51.7% | +11.5% |
| 10Y | +129.0% | +202.3% | -73.3% | +48.6% |
| All | +4,033.5% | +960.1% | +3,073.4% | +1,480.3% |
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