+212.2%
GLD vs PFG
+203.0%
+9.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.2% | +1.9% |
| 7D | +4.9% | +2.3% | +2.7% | +4.9% |
| 30D | -1.3% | +7.6% | -8.9% | -1.3% |
| 3M | -4.8% | +2.5% | -7.3% | -4.8% |
| 6M | -12.5% | +16.6% | -29.1% | -12.5% |
| YTD | -4.2% | +34.1% | -38.3% | -4.1% |
| 1Y | +3.0% | +44.1% | -41.0% | +3.2% |
| 3Y | +109.1% | +86.3% | +22.9% | +110.1% |
| 5Y | +121.6% | +101.6% | +20.0% | +123.6% |
| 10Y | +212.2% | +197.9% | +14.3% | +218.8% |
| All | +212.2% | +203.0% | +9.2% | +218.8% |
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