+215.9%
FITB vs PFG
+189.4%
+26.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.3% |
| 7D | -0.6% | -2.2% | +1.6% | +1.2% |
| 30D | +7.0% | +6.4% | +0.7% | +1.3% |
| 3M | -4.8% | +2.2% | -7.0% | -7.2% |
| 6M | +13.5% | +16.3% | -2.7% | -1.5% |
| YTD | +19.1% | +33.2% | -14.2% | -8.7% |
| 1Y | +30.8% | +40.6% | -9.8% | -4.4% |
| 3Y | +141.6% | +83.3% | +58.3% | +37.3% |
| 5Y | +48.3% | +97.7% | -49.5% | -21.1% |
| 10Y | +215.9% | +189.9% | +26.1% | +9.5% |
| All | +215.9% | +189.4% | +26.6% | +9.5% |
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 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