+231.1%
GM vs PFG
+251.1%
-20.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.3% |
| 7D | -2.4% | -0.4% | -2.0% | -2.1% |
| 30D | -1.1% | +2.9% | -4.0% | -3.2% |
| 3M | +6.1% | +6.7% | -0.6% | +0.8% |
| 6M | +15.0% | +33.8% | -18.8% | -6.8% |
| YTD | +6.0% | +35.0% | -29.0% | -15.1% |
| 1Y | +47.1% | +46.4% | +0.7% | +11.1% |
| 3Y | +170.5% | +71.7% | +98.8% | +79.9% |
| 5Y | +80.5% | +113.7% | -33.2% | +2.2% |
| All | +231.1% | +251.1% | -20.0% | +23.7% |
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