+238.7%
GM vs PFG
+597.3%
-358.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.3% |
| 7D | +0.4% | +6.0% | -5.6% | -3.5% |
| 30D | -1.8% | +2.2% | -4.1% | -3.5% |
| 3M | +2.6% | +10.4% | -7.7% | -4.5% |
| 6M | +14.6% | +27.8% | -13.2% | -3.1% |
| YTD | +6.2% | +33.6% | -27.5% | -13.1% |
| 1Y | +48.7% | +49.3% | -0.6% | +12.9% |
| 3Y | +168.3% | +69.7% | +98.6% | +85.1% |
| 5Y | +82.8% | +111.3% | -28.6% | +9.1% |
| 10Y | +226.2% | +240.3% | -14.1% | +35.3% |
| All | +238.7% | +597.3% | -358.6% | -13.1% |
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