+654.3%
GS vs PFG
+244.0%
+410.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.1% |
| 7D | +0.9% | +5.5% | -4.6% | -2.7% |
| 30D | -1.6% | +2.4% | -3.9% | -3.3% |
| 3M | -4.5% | +13.6% | -18.1% | -12.9% |
| 6M | +20.9% | +27.9% | -7.0% | +2.0% |
| YTD | +19.9% | +35.6% | -15.7% | -2.8% |
| 1Y | +41.4% | +48.5% | -7.1% | +7.7% |
| 3Y | +239.2% | +66.9% | +172.3% | +138.5% |
| 5Y | +185.0% | +111.0% | +74.1% | +68.0% |
| All | +654.3% | +244.0% | +410.3% | +173.5% |
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