+15.9%
GS vs PFG
+43.7%
-27.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.6% | +2.3% |
| 7D | +0.8% | +2.3% | -1.5% | -0.3% |
| 30D | +1.2% | +7.6% | -6.4% | -2.4% |
| 3M | -12.4% | +2.5% | -14.9% | -13.7% |
| 6M | -2.3% | +16.6% | -18.9% | -12.5% |
| YTD | +4.6% | +34.1% | -29.4% | -15.7% |
| All | +15.9% | +43.7% | -27.8% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling