+51.9%
FIVE vs PFG
+67.7%
-15.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +6.0% |
| 7D | +4.3% | +5.5% | -1.3% | +0.5% |
| 30D | +12.5% | +2.4% | +10.1% | +10.5% |
| 3M | +31.2% | +13.6% | +17.7% | +19.9% |
| 6M | +14.4% | +27.9% | -13.5% | -4.1% |
| YTD | +33.9% | +35.6% | -1.7% | +7.3% |
| 1Y | +65.1% | +48.5% | +16.6% | +23.2% |
| All | +51.9% | +67.7% | -15.8% | +6.0% |
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