+1,093.0%
GEN vs PFG
+960.1%
+132.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +33.1% | +2.0% | +31.0% | +32.3% |
| 3M | +6.5% | -3.2% | +9.6% | +7.4% |
| 6M | +53.8% | +10.9% | +42.9% | +49.0% |
| YTD | +11.2% | +28.8% | -17.6% | +2.9% |
| 1Y | +19.4% | +39.2% | -19.8% | +8.0% |
| 3Y | +81.0% | +75.0% | +6.0% | +52.3% |
| 5Y | +33.4% | +91.9% | -58.5% | +8.2% |
| 10Y | +164.3% | +202.3% | -38.0% | +73.8% |
| All | +1,093.0% | +960.1% | +132.9% | +257.4% |
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