+572.5%
INTC vs PFG
+1,015.3%
-442.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.0% |
| 7D | +7.1% | +5.5% | +1.5% | +5.1% |
| 30D | -5.2% | +2.4% | -7.6% | -6.0% |
| 3M | -14.3% | +13.6% | -27.9% | -18.4% |
| 6M | +110.2% | +27.9% | +82.3% | +92.5% |
| YTD | +159.6% | +35.6% | +124.1% | +133.4% |
| 1Y | +289.3% | +48.5% | +240.8% | +239.2% |
| 3Y | +166.1% | +66.9% | +99.2% | +125.0% |
| 5Y | +94.4% | +111.0% | -16.6% | +51.5% |
| 10Y | +227.7% | +244.5% | -16.8% | +108.1% |
| All | +572.5% | +1,015.3% | -442.8% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling