+340.0%
IR vs PFG
+162.2%
+177.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +1.5% | +3.0% | -1.4% | -0.3% |
| 30D | +9.0% | +8.2% | +0.9% | +3.9% |
| 3M | -0.9% | +2.7% | -3.6% | -3.0% |
| 6M | +13.4% | +17.2% | -3.8% | +1.9% |
| YTD | +8.5% | +34.8% | -26.3% | -10.7% |
| 1Y | +11.3% | +43.6% | -32.3% | -11.9% |
| 3Y | +26.0% | +85.4% | -59.4% | -15.4% |
| 5Y | +47.9% | +102.2% | -54.3% | -6.8% |
| All | +340.0% | +162.2% | +177.8% | +121.2% |
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