+11.3%
IR vs PFG
+44.5%
-33.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +1.5% | +3.0% | -1.4% | +0.3% |
| 30D | +9.0% | +8.2% | +0.9% | +5.5% |
| 3M | -0.9% | +2.7% | -3.6% | -2.3% |
| 6M | +13.4% | +17.2% | -3.8% | +2.3% |
| YTD | +8.5% | +34.8% | -26.3% | -11.8% |
| 1Y | +11.3% | +43.6% | -32.3% | -12.4% |
| All | +11.3% | +44.5% | -33.2% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling