+151.2%
GE vs PFG
+182.5%
-31.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.5% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +7.6% | +5.0% | +2.6% | +4.4% |
| 3M | -9.3% | +0.1% | -9.3% | -9.7% |
| 6M | +11.5% | +13.8% | -2.2% | +2.1% |
| YTD | +7.9% | +31.2% | -23.4% | -10.1% |
| 1Y | +7.6% | +37.1% | -29.4% | -13.0% |
| 3Y | +265.9% | +80.6% | +185.3% | +140.7% |
| 5Y | +405.9% | +93.7% | +312.2% | +206.1% |
| All | +151.2% | +182.5% | -31.3% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling