-21.3%
IT vs PFG
+51.4%
-72.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.9% |
| 7D | -6.0% | +5.5% | -11.6% | -8.4% |
| 30D | 0.0% | +2.4% | -2.4% | -1.2% |
| 3M | +13.1% | +13.6% | -0.5% | +6.7% |
| 6M | +11.7% | +27.9% | -16.2% | +0.7% |
| YTD | -26.1% | +35.6% | -61.7% | -34.7% |
| 1Y | -21.3% | +48.5% | -69.7% | -31.8% |
| All | -21.3% | +51.4% | -72.6% | -31.8% |
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