+45.7%
FIVE vs PFG
+84.5%
-38.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -0.5% | -2.2% | +1.7% | +0.9% |
| 30D | +17.4% | +6.4% | +11.0% | +13.3% |
| 3M | +7.0% | +2.2% | +4.8% | +5.2% |
| 6M | +20.5% | +16.3% | +4.2% | +7.4% |
| YTD | +33.1% | +33.2% | -0.1% | +7.0% |
| 1Y | +67.1% | +40.6% | +26.5% | +28.8% |
| All | +45.7% | +84.5% | -38.8% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling