+16.4%
GS vs PFG
+44.5%
-28.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +1.6% | +3.0% | -1.4% | +0.1% |
| 30D | +1.7% | +8.2% | -6.5% | -2.3% |
| 3M | -11.6% | +2.7% | -14.3% | -12.9% |
| 6M | -1.9% | +17.2% | -19.1% | -12.4% |
| YTD | +5.1% | +34.8% | -29.7% | -15.6% |
| 1Y | +16.4% | +43.6% | -27.1% | -10.3% |
| All | +16.4% | +44.5% | -28.1% | -10.3% |
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