+284.9%
IR vs PFG
+160.0%
+124.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | +0.6% | +6.0% | -5.4% | -3.1% |
| 30D | -13.6% | +2.2% | -15.8% | -15.0% |
| 3M | +3.7% | +10.4% | -6.7% | -3.1% |
| 6M | -13.1% | +27.8% | -40.8% | -25.7% |
| YTD | -5.1% | +33.6% | -38.8% | -21.3% |
| 1Y | -6.5% | +49.3% | -55.8% | -27.7% |
| 3Y | +8.5% | +69.7% | -61.2% | -22.9% |
| 5Y | +43.3% | +111.3% | -68.0% | -11.9% |
| All | +284.9% | +160.0% | +124.9% | +95.1% |
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