+437.1%
GS vs PFG
+182.5%
+254.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.4% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +2.4% | +5.0% | -2.5% | -0.6% |
| 3M | -11.5% | +0.1% | -11.5% | -11.7% |
| 6M | -2.5% | +13.8% | -16.3% | -11.2% |
| YTD | +5.5% | +31.2% | -25.8% | -12.7% |
| 1Y | +11.0% | +37.1% | -26.0% | -10.7% |
| 3Y | +200.1% | +80.6% | +119.5% | +101.0% |
| 5Y | +154.7% | +93.7% | +61.0% | +59.0% |
| All | +437.1% | +182.5% | +254.6% | +127.0% |
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