+205.6%
GLD vs PFG
+182.5%
+23.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -7.0% | +5.0% | -12.0% | -7.0% |
| 3M | -12.4% | +0.1% | -12.4% | -12.4% |
| 6M | -18.0% | +13.8% | -31.8% | -18.0% |
| YTD | -10.5% | +31.2% | -41.7% | -10.4% |
| 1Y | -8.1% | +37.1% | -45.1% | -7.9% |
| 3Y | +97.7% | +80.6% | +17.1% | +98.5% |
| 5Y | +103.4% | +93.7% | +9.7% | +105.2% |
| All | +205.6% | +182.5% | +23.1% | +211.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling