-44.8%
IT vs PFG
+110.7%
-155.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -6.7% |
| 7D | -9.1% | +6.0% | -15.1% | -11.6% |
| 30D | -7.0% | +2.2% | -9.2% | -8.0% |
| 3M | +7.6% | +10.4% | -2.7% | +2.7% |
| 6M | +2.1% | +27.8% | -25.7% | -9.2% |
| YTD | -31.6% | +33.6% | -65.2% | -40.5% |
| 1Y | -29.9% | +49.3% | -79.2% | -42.3% |
| 3Y | -51.3% | +69.7% | -121.0% | -62.9% |
| 5Y | -44.8% | +111.3% | -156.1% | -62.4% |
| All | -44.8% | +110.7% | -155.5% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling