-26.6%
IT vs PFG
+49.2%
-75.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -12.7% | -3.0% | -9.7% | -11.3% |
| 30D | -8.9% | +2.5% | -11.4% | -9.9% |
| 3M | +10.1% | +6.1% | +4.1% | +6.9% |
| 6M | +7.3% | +31.3% | -24.0% | -4.8% |
| YTD | -32.4% | +33.6% | -65.9% | -40.2% |
| 1Y | -26.6% | +48.5% | -75.2% | -37.7% |
| All | -26.6% | +49.2% | -75.8% | -37.7% |
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