+89.2%
IT vs PFG
+184.0%
-94.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | +1.1% | +2.4% | -1.3% | -0.1% |
| 30D | -1.8% | +5.9% | -7.7% | -4.4% |
| 3M | +4.8% | -0.4% | +5.3% | +5.1% |
| 6M | +33.0% | +14.8% | +18.2% | +25.0% |
| YTD | -23.8% | +31.9% | -55.8% | -33.1% |
| 1Y | -16.5% | +38.8% | -55.3% | -28.4% |
| 3Y | -53.6% | +82.4% | -136.0% | -65.4% |
| 5Y | -42.1% | +94.7% | -136.8% | -58.9% |
| All | +89.2% | +184.0% | -94.8% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling