-30.1%
GDDY vs PFG
+51.4%
-81.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | +3.7% | +5.5% | -1.8% | +0.6% |
| 30D | +10.4% | +2.4% | +8.0% | +9.0% |
| 3M | +19.4% | +13.6% | +5.8% | +10.6% |
| 6M | +14.3% | +27.9% | -13.6% | -1.5% |
| YTD | -18.4% | +35.6% | -53.9% | -31.1% |
| 1Y | -30.1% | +48.5% | -78.6% | -43.3% |
| All | -30.1% | +51.4% | -81.5% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling