+243.4%
GE vs PFG
+1,008.7%
-765.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +5.4% | +3.0% | +2.4% | +4.1% |
| 30D | +9.6% | +8.2% | +1.5% | +6.1% |
| 3M | -7.7% | +2.7% | -10.4% | -8.9% |
| 6M | +14.0% | +17.2% | -3.2% | +6.2% |
| YTD | +10.2% | +34.8% | -24.6% | -3.4% |
| 1Y | +8.9% | +43.6% | -34.7% | -7.2% |
| 3Y | +273.7% | +85.4% | +188.2% | +182.6% |
| 5Y | +410.2% | +102.2% | +308.0% | +268.0% |
| 10Y | +157.4% | +190.2% | -32.8% | +57.6% |
| All | +243.4% | +1,008.7% | -765.3% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling