+81.0%
GEN vs PFG
+72.1%
+9.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -1.8% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +33.1% | +2.0% | +31.0% | +31.8% |
| 3M | +6.5% | -3.2% | +9.6% | +8.0% |
| 6M | +53.8% | +10.9% | +42.9% | +45.8% |
| YTD | +11.2% | +28.8% | -17.6% | -2.2% |
| 1Y | +19.4% | +39.2% | -19.8% | +1.1% |
| 3Y | +81.0% | +75.0% | +6.0% | +43.0% |
| All | +81.0% | +72.1% | +9.0% | +43.0% |
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