+177.1%
GH vs PFG
+49.5%
+127.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -4.7% | +2.9% | -7.6% | -5.3% |
| 3M | +20.2% | +6.7% | +13.5% | +17.3% |
| 6M | +78.8% | +33.8% | +45.0% | +59.0% |
| YTD | +54.1% | +35.0% | +19.1% | +39.9% |
| 1Y | +177.1% | +46.4% | +130.7% | +155.7% |
| All | +177.1% | +49.5% | +127.6% | +155.7% |
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