+438.8%
GS vs PFG
+184.0%
+254.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +5.9% | +2.4% | +3.5% | +4.3% |
| 30D | +4.3% | +5.9% | -1.6% | +0.6% |
| 3M | -11.7% | -0.4% | -11.2% | -11.6% |
| 6M | -3.2% | +14.8% | -18.0% | -12.3% |
| YTD | +5.8% | +31.9% | -26.1% | -12.7% |
| 1Y | +16.0% | +38.8% | -22.8% | -7.4% |
| 3Y | +199.8% | +82.4% | +117.4% | +99.5% |
| 5Y | +155.5% | +94.7% | +60.8% | +59.0% |
| All | +438.8% | +184.0% | +254.9% | +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