+1,369.3%
GD vs PFG
+978.4%
+390.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.3% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | +8.1% | +2.8% | +5.2% | +7.2% |
| 3M | -6.8% | -1.0% | -5.7% | -6.7% |
| 6M | +3.0% | +13.6% | -10.6% | -0.8% |
| YTD | +7.8% | +31.1% | -23.3% | -0.4% |
| 1Y | +5.8% | +43.8% | -38.0% | -4.7% |
| 3Y | +55.3% | +75.0% | -19.7% | +31.4% |
| 5Y | +96.7% | +95.2% | +1.4% | +59.3% |
| 10Y | +195.4% | +207.5% | -12.1% | +105.3% |
| All | +1,369.3% | +978.4% | +390.9% | +522.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling