+486.7%
GS vs PFG
+195.7%
+291.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | -3.2% | -0.6% | -2.6% | -2.7% |
| 30D | -2.4% | +2.0% | -4.4% | -3.6% |
| 3M | -15.7% | -3.2% | -12.6% | -14.2% |
| 6M | -6.8% | +10.9% | -17.7% | -13.7% |
| YTD | -0.1% | +28.8% | -28.9% | -16.3% |
| 1Y | +12.1% | +39.2% | -27.1% | -10.8% |
| 3Y | +185.8% | +75.0% | +110.7% | +95.1% |
| 5Y | +140.1% | +91.9% | +48.1% | +50.6% |
| All | +486.7% | +195.7% | +291.0% | +133.9% |
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