+96.7%
GD vs PFG
+95.1%
+1.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.1% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | +8.1% | +2.8% | +5.2% | +7.0% |
| 3M | -6.8% | -1.0% | -5.7% | -6.7% |
| 6M | +3.0% | +13.6% | -10.6% | -1.4% |
| YTD | +7.8% | +31.1% | -23.3% | -1.9% |
| 1Y | +5.8% | +43.8% | -38.0% | -6.6% |
| 3Y | +55.3% | +75.0% | -19.7% | +26.7% |
| 5Y | +96.7% | +95.2% | +1.4% | +48.3% |
| All | +96.7% | +95.1% | +1.6% | +48.3% |
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