+100.5%
GD vs PFG
+92.7%
+7.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.7% | +2.4% | +0.3% | +1.9% |
| 30D | +8.6% | +5.9% | +2.7% | +6.6% |
| 3M | -7.1% | -0.4% | -6.6% | -7.1% |
| 6M | +7.5% | +14.8% | -7.4% | +2.4% |
| YTD | +9.9% | +31.9% | -22.0% | -0.2% |
| 1Y | +7.6% | +38.8% | -31.3% | -4.0% |
| 3Y | +56.2% | +82.4% | -26.2% | +25.6% |
| All | +100.5% | +92.7% | +7.8% | +53.3% |
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 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