+20.0%
GE vs PFG
+51.4%
-31.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.6% | +5.5% | -7.1% | -3.2% |
| 30D | -11.6% | +2.4% | -13.9% | -12.2% |
| 3M | +3.0% | +13.6% | -10.6% | -1.5% |
| 6M | -0.5% | +27.9% | -28.4% | -8.8% |
| YTD | +9.7% | +35.6% | -25.8% | +0.5% |
| 1Y | +20.0% | +48.5% | -28.4% | +9.4% |
| All | +20.0% | +51.4% | -31.3% | +9.4% |
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