+71.1%
FITB vs PFG
+110.7%
-39.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.5% |
| 7D | +2.8% | +6.0% | -3.2% | -2.5% |
| 30D | -4.5% | +2.2% | -6.7% | -6.6% |
| 3M | +5.7% | +10.4% | -4.7% | -3.7% |
| 6M | +17.1% | +27.8% | -10.7% | -6.2% |
| YTD | +18.3% | +33.6% | -15.3% | -9.2% |
| 1Y | +23.9% | +49.3% | -25.4% | -14.1% |
| 3Y | +131.1% | +69.7% | +61.4% | +39.5% |
| 5Y | +71.1% | +111.3% | -40.3% | -17.7% |
| All | +71.1% | +110.7% | -39.6% | -17.7% |
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