-51.6%
IT vs PFG
+67.4%
-119.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -9.1% | +3.2% | -12.3% | -10.4% |
| 30D | -12.2% | +0.9% | -13.1% | -12.5% |
| 3M | +7.8% | +7.7% | +0.1% | +4.1% |
| 6M | +2.0% | +29.0% | -27.0% | -9.5% |
| YTD | -32.7% | +32.5% | -65.2% | -41.1% |
| 1Y | -31.1% | +47.3% | -78.4% | -42.8% |
| All | -51.6% | +67.4% | -119.0% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling