+93.8%
GD vs PFG
+91.4%
+2.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -5.0% | -0.6% | -4.3% | -4.8% |
| 30D | +8.9% | +2.0% | +6.9% | +8.1% |
| 3M | -8.0% | -3.2% | -4.9% | -7.3% |
| 6M | +2.9% | +10.9% | -8.0% | -0.8% |
| YTD | +7.1% | +28.8% | -21.8% | -2.0% |
| 1Y | +5.9% | +39.2% | -33.2% | -5.5% |
| 3Y | +53.9% | +75.0% | -21.2% | +25.5% |
| All | +93.8% | +91.4% | +2.4% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling