+281.8%
GE vs PFG
+71.3%
+210.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | 0.0% |
| 7D | +1.2% | +6.0% | -4.8% | -1.6% |
| 30D | -9.5% | +2.2% | -11.7% | -10.5% |
| 3M | +4.1% | +10.4% | -6.2% | -0.9% |
| 6M | +3.9% | +27.8% | -23.8% | -7.5% |
| YTD | +9.0% | +33.6% | -24.6% | -5.2% |
| 1Y | +21.9% | +49.3% | -27.4% | +0.1% |
| 3Y | +281.8% | +69.7% | +212.1% | +205.0% |
| All | +281.8% | +71.3% | +210.5% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling