+806.8%
FIVE vs PFG
+596.2%
+210.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | -0.3% | -0.6% | +0.4% | +0.2% |
| 30D | +17.7% | +2.0% | +15.7% | +16.5% |
| 3M | +4.0% | -3.2% | +7.1% | +5.4% |
| 6M | +2.6% | +10.9% | -8.3% | -4.0% |
| YTD | +27.6% | +28.8% | -1.3% | +9.5% |
| 1Y | +59.9% | +39.2% | +20.8% | +31.5% |
| 3Y | +35.8% | +75.0% | -39.3% | -1.1% |
| 5Y | +14.4% | +91.9% | -77.5% | -22.2% |
| 10Y | +576.1% | +202.3% | +373.8% | +224.2% |
| All | +806.8% | +596.2% | +210.5% | +242.9% |
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