+242.1%
GE vs PFG
+1,015.3%
-773.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -1.6% | +5.5% | -7.1% | -3.9% |
| 30D | -11.6% | +2.4% | -13.9% | -12.6% |
| 3M | +3.0% | +13.6% | -10.6% | -2.8% |
| 6M | -0.5% | +27.9% | -28.4% | -10.6% |
| YTD | +9.7% | +35.6% | -25.8% | -4.0% |
| 1Y | +20.0% | +48.5% | -28.4% | +0.6% |
| 3Y | +275.8% | +66.9% | +209.0% | +196.8% |
| 5Y | +429.1% | +111.0% | +318.1% | +275.1% |
| 10Y | +151.2% | +244.5% | -93.3% | +44.4% |
| All | +242.1% | +1,015.3% | -773.2% | -3.4% |
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