+1,127.4%
GEN vs PFG
+1,015.3%
+112.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.7% |
| 7D | -1.2% | +5.5% | -6.7% | -2.8% |
| 30D | +10.1% | +2.4% | +7.8% | +9.3% |
| 3M | +16.1% | +13.6% | +2.5% | +11.7% |
| 6M | +38.9% | +27.9% | +11.0% | +28.9% |
| YTD | +14.4% | +35.6% | -21.1% | +4.3% |
| 1Y | +5.9% | +48.5% | -42.6% | -6.1% |
| 3Y | +58.8% | +66.9% | -8.1% | +35.4% |
| 5Y | +24.7% | +111.0% | -86.3% | -1.7% |
| 10Y | +163.1% | +244.5% | -81.4% | +66.4% |
| All | +1,127.4% | +1,015.3% | +112.1% | +262.2% |
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