+851.7%
FIVE vs PFG
+632.5%
+219.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.9% |
| 7D | +4.3% | +5.5% | -1.3% | +0.9% |
| 30D | +12.5% | +2.4% | +10.1% | +10.7% |
| 3M | +31.2% | +13.6% | +17.7% | +21.5% |
| 6M | +14.4% | +27.9% | -13.5% | -1.1% |
| YTD | +33.9% | +35.6% | -1.7% | +11.9% |
| 1Y | +65.1% | +48.5% | +16.6% | +30.8% |
| 3Y | +49.0% | +66.9% | -17.9% | +11.0% |
| 5Y | +30.3% | +111.0% | -80.7% | -15.8% |
| 10Y | +481.1% | +244.5% | +236.6% | +163.1% |
| All | +851.7% | +632.5% | +219.2% | +250.3% |
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