+387.8%
GH vs PFG
+67.4%
+320.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -0.2% | +3.2% | -3.4% | -2.2% |
| 30D | -2.6% | +0.9% | -3.6% | -3.5% |
| 3M | +25.1% | +7.7% | +17.4% | +18.4% |
| 6M | +78.5% | +29.0% | +49.5% | +51.3% |
| YTD | +59.4% | +32.5% | +26.9% | +32.7% |
| 1Y | +173.9% | +47.3% | +126.5% | +111.5% |
| All | +387.8% | +67.4% | +320.4% | +207.6% |
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