+3.0%
GD vs PFG
+14.9%
-11.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.3% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +8.1% | +2.8% | +5.2% | +7.2% |
| 3M | -6.8% | -1.0% | -5.7% | -6.4% |
| 6M | +3.0% | +13.6% | -10.6% | -1.3% |
| All | +3.0% | +14.9% | -11.9% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling