+63.7%
GEN vs PFG
+68.9%
-5.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.0% |
| 7D | -0.7% | +6.0% | -6.7% | -3.6% |
| 30D | +2.6% | +2.2% | +0.4% | +1.5% |
| 3M | +15.8% | +10.4% | +5.4% | +10.0% |
| 6M | +33.1% | +27.8% | +5.4% | +17.5% |
| YTD | +11.3% | +33.6% | -22.3% | -4.1% |
| 1Y | +1.7% | +49.3% | -47.6% | -17.4% |
| All | +63.7% | +68.9% | -5.2% | +20.1% |
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