+816.6%
GLD vs PFG
+467.6%
+348.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.5% | +5.5% | -6.0% | -0.5% |
| 30D | +4.4% | +2.4% | +2.0% | +4.4% |
| 3M | -1.1% | +13.6% | -14.7% | -1.0% |
| 6M | -13.8% | +27.9% | -41.7% | -13.7% |
| YTD | +2.6% | +35.6% | -32.9% | +2.8% |
| 1Y | +24.5% | +48.5% | -24.0% | +24.8% |
| 3Y | +125.8% | +66.9% | +59.0% | +126.6% |
| 5Y | +137.8% | +111.0% | +26.8% | +139.2% |
| 10Y | +221.4% | +244.5% | -23.1% | +224.7% |
| All | +816.6% | +467.6% | +348.9% | +784.8% |
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 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