+81.6%
GM vs PFG
+108.9%
-27.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.2% |
| 7D | -1.1% | -3.0% | +1.9% | +1.1% |
| 30D | -3.4% | +2.5% | -5.9% | -5.3% |
| 3M | +8.7% | +6.1% | +2.6% | +3.5% |
| 6M | +15.4% | +31.3% | -15.9% | -6.0% |
| YTD | +6.6% | +33.6% | -27.0% | -14.8% |
| 1Y | +51.5% | +48.5% | +3.0% | +11.6% |
| 3Y | +169.3% | +69.6% | +99.7% | +74.8% |
| 5Y | +81.6% | +111.5% | -29.9% | -4.8% |
| All | +81.6% | +108.9% | -27.4% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling