+111.9%
INTC vs PFG
+184.0%
-72.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +6.0% | +2.4% | +3.6% | +4.8% |
| 30D | -39.2% | +5.9% | -45.1% | -40.7% |
| 3M | -42.9% | -0.4% | -42.5% | -43.1% |
| 6M | -50.4% | +14.8% | -65.2% | -54.2% |
| YTD | +61.7% | +31.9% | +29.8% | +40.0% |
| 1Y | +66.1% | +38.8% | +27.3% | +40.4% |
| 3Y | +58.1% | +82.4% | -24.2% | +19.6% |
| 5Y | +27.9% | +94.7% | -66.8% | -7.1% |
| All | +111.9% | +184.0% | -72.0% | +28.7% |
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