+264.3%
GE vs PFG
+77.5%
+186.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.5% |
| 7D | +7.1% | -0.6% | +7.7% | +7.5% |
| 30D | +6.5% | +2.0% | +4.5% | +5.6% |
| 3M | -13.6% | -3.2% | -10.4% | -12.5% |
| 6M | +6.0% | +10.9% | -4.9% | +0.4% |
| YTD | +5.4% | +28.8% | -23.5% | -7.1% |
| 1Y | +6.5% | +39.2% | -32.7% | -9.8% |
| All | +264.3% | +77.5% | +186.8% | +179.0% |
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