+337.2%
IR vs PFG
+155.3%
+181.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.2% |
| 7D | +4.3% | +0.1% | +4.1% | +4.2% |
| 30D | +8.1% | +5.0% | +3.1% | +4.8% |
| 3M | +0.7% | +0.1% | +0.6% | +0.1% |
| 6M | +16.6% | +13.8% | +2.8% | +6.6% |
| YTD | +7.8% | +31.2% | -23.5% | -9.9% |
| 1Y | +9.9% | +37.1% | -27.2% | -10.5% |
| 3Y | +25.2% | +80.6% | -55.4% | -14.6% |
| 5Y | +46.8% | +93.7% | -46.9% | -5.1% |
| All | +337.2% | +155.3% | +181.9% | +123.3% |
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 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