+152.0%
GE vs PFG
+239.8%
-87.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | -1.2% | +3.2% | -4.5% | -3.4% |
| 30D | -11.3% | +0.9% | -12.2% | -12.0% |
| 3M | -1.4% | +7.7% | -9.1% | -6.5% |
| 6M | +1.2% | +29.0% | -27.7% | -14.2% |
| YTD | +5.9% | +32.5% | -26.5% | -12.1% |
| 1Y | +18.4% | +47.3% | -28.9% | -8.8% |
| 3Y | +271.0% | +68.2% | +202.7% | +155.6% |
| 5Y | +417.9% | +108.5% | +309.5% | +198.7% |
| 10Y | +152.0% | +241.4% | -89.4% | -1.5% |
| All | +152.0% | +239.8% | -87.8% | -1.5% |
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