+291.3%
IR vs PFG
+163.7%
+127.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.2% |
| 7D | -2.8% | +5.5% | -8.4% | -6.1% |
| 30D | -15.1% | +2.4% | -17.5% | -16.5% |
| 3M | +6.1% | +13.6% | -7.5% | -2.6% |
| 6M | -16.8% | +27.9% | -44.7% | -28.9% |
| YTD | -3.5% | +35.6% | -39.1% | -20.6% |
| 1Y | -3.5% | +48.5% | -52.0% | -25.1% |
| 3Y | +9.5% | +66.9% | -57.4% | -21.4% |
| 5Y | +45.1% | +111.0% | -65.9% | -10.7% |
| All | +291.3% | +163.7% | +127.6% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling