+18.4%
GE vs PFG
+47.8%
-29.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -1.2% | +3.2% | -4.5% | -2.2% |
| 30D | -11.3% | +0.9% | -12.2% | -11.6% |
| 3M | -1.4% | +7.7% | -9.1% | -3.9% |
| 6M | +1.2% | +29.0% | -27.7% | -6.9% |
| YTD | +5.9% | +32.5% | -26.5% | -2.1% |
| 1Y | +18.4% | +47.3% | -28.9% | +10.0% |
| All | +18.4% | +47.8% | -29.4% | +10.0% |
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