+188.7%
GD vs PFG
+244.0%
-55.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.1% |
| 7D | -5.3% | +5.5% | -10.8% | -7.5% |
| 30D | -6.4% | +2.4% | -8.8% | -7.5% |
| 3M | +5.7% | +13.6% | -7.9% | -0.1% |
| 6M | -0.9% | +27.9% | -28.8% | -11.1% |
| YTD | +8.2% | +35.6% | -27.4% | -5.5% |
| 1Y | +13.4% | +48.5% | -35.0% | -4.9% |
| 3Y | +68.5% | +66.9% | +1.6% | +31.6% |
| 5Y | +97.2% | +111.0% | -13.8% | +33.9% |
| All | +188.7% | +244.0% | -55.3% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling