+325.3%
IR vs PFG
+150.7%
+174.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.4% |
| 7D | +3.7% | -0.6% | +4.3% | +4.0% |
| 30D | +7.4% | +2.0% | +5.4% | +5.9% |
| 3M | -5.9% | -3.2% | -2.8% | -4.7% |
| 6M | +5.6% | +10.9% | -5.4% | -2.0% |
| YTD | +4.8% | +28.8% | -24.0% | -11.4% |
| 1Y | +6.9% | +39.2% | -32.2% | -13.8% |
| 3Y | +27.6% | +75.0% | -47.5% | -11.3% |
| 5Y | +45.8% | +91.9% | -46.1% | -5.3% |
| All | +325.3% | +150.7% | +174.6% | +119.5% |
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