+206.4%
GLD vs PFG
+191.2%
+15.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | -0.6% | +5.4% | +4.7% |
| 30D | -0.9% | +2.0% | -2.9% | -0.9% |
| 3M | -4.4% | -3.2% | -1.2% | -4.4% |
| 6M | -13.6% | +10.9% | -24.5% | -13.5% |
| YTD | -6.0% | +28.8% | -34.9% | -5.9% |
| 1Y | +1.8% | +39.2% | -37.4% | +1.9% |
| 3Y | +103.2% | +75.0% | +28.1% | +104.0% |
| 5Y | +119.3% | +91.9% | +27.4% | +121.3% |
| All | +206.4% | +191.2% | +15.2% | +213.0% |
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