+44.1%
IR vs PFG
+91.4%
-47.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.5% |
| 7D | +3.7% | -0.6% | +4.3% | +4.0% |
| 30D | +7.4% | +2.0% | +5.4% | +5.8% |
| 3M | -5.9% | -3.2% | -2.8% | -4.6% |
| 6M | +5.6% | +10.9% | -5.4% | -2.7% |
| YTD | +4.8% | +28.8% | -24.0% | -12.9% |
| 1Y | +6.9% | +39.2% | -32.2% | -15.7% |
| 3Y | +27.6% | +75.0% | -47.5% | -15.1% |
| All | +44.1% | +91.4% | -47.3% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling