+104.1%
FITB vs PFG
+1,015.3%
-911.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.9% |
| 7D | +0.6% | +5.5% | -4.9% | -3.2% |
| 30D | -4.7% | +2.4% | -7.1% | -6.5% |
| 3M | +6.7% | +13.6% | -6.9% | -2.8% |
| 6M | +12.6% | +27.9% | -15.3% | -5.4% |
| YTD | +19.1% | +35.6% | -16.4% | -3.9% |
| 1Y | +22.6% | +48.5% | -25.8% | -7.2% |
| 3Y | +127.1% | +66.9% | +60.3% | +58.5% |
| 5Y | +71.8% | +111.0% | -39.1% | +3.7% |
| 10Y | +287.2% | +244.5% | +42.7% | +71.6% |
| All | +104.1% | +1,015.3% | -911.2% | -50.1% |
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