+175.2%
INTC vs PFG
+68.9%
+106.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.4% | +10.5% | +10.1% |
| 7D | +17.4% | +6.0% | +11.4% | +12.0% |
| 30D | +2.8% | +2.2% | +0.6% | +0.7% |
| 3M | -5.3% | +10.4% | -15.6% | -13.9% |
| 6M | +140.6% | +27.8% | +112.8% | +92.8% |
| YTD | +183.1% | +33.6% | +149.5% | +118.3% |
| 1Y | +326.8% | +49.3% | +277.5% | +198.1% |
| All | +175.2% | +68.9% | +106.3% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling