+284.0%
FITB vs PFG
+251.1%
+32.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.4% |
| 7D | -0.3% | -0.4% | +0.2% | +0.1% |
| 30D | -5.7% | +2.9% | -8.6% | -8.3% |
| 3M | +3.2% | +6.7% | -3.6% | -3.2% |
| 6M | +23.4% | +33.8% | -10.4% | -5.0% |
| YTD | +18.8% | +35.0% | -16.2% | -9.6% |
| 1Y | +25.0% | +46.4% | -21.4% | -11.6% |
| 3Y | +131.2% | +71.7% | +59.5% | +40.2% |
| 5Y | +70.7% | +113.7% | -43.0% | -14.5% |
| All | +284.0% | +251.1% | +32.9% | +23.3% |
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 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