+71.8%
GH vs PFG
+46.8%
+24.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -4.8% |
| 7D | -7.7% | +4.9% | -12.6% | -9.0% |
| 30D | -10.0% | +5.7% | -15.6% | -11.4% |
| 3M | +5.5% | +2.6% | +2.9% | +4.7% |
| 6M | +84.9% | +19.8% | +65.1% | +65.8% |
| YTD | +65.0% | +36.3% | +28.8% | +40.1% |
| 1Y | +71.8% | +47.9% | +23.9% | +40.7% |
| All | +71.8% | +46.8% | +24.9% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling