+401.3%
GH vs PFG
+164.4%
+236.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.8% |
| 7D | -0.1% | +5.5% | -5.6% | -2.4% |
| 30D | -1.1% | +2.4% | -3.5% | -2.3% |
| 3M | +21.3% | +13.6% | +7.7% | +14.5% |
| 6M | +73.5% | +27.9% | +45.6% | +56.4% |
| YTD | +58.0% | +35.6% | +22.5% | +39.1% |
| 1Y | +163.1% | +48.5% | +114.6% | +122.3% |
| 3Y | +361.0% | +66.9% | +294.2% | +271.2% |
| 5Y | +22.5% | +111.0% | -88.4% | -7.7% |
| All | +401.3% | +164.4% | +236.9% | +243.1% |
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