+227.5%
LOW vs PFG
+251.1%
-23.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.3% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | -8.9% | +2.9% | -11.8% | -10.1% |
| 3M | -10.4% | +6.7% | -17.1% | -13.3% |
| 6M | -19.4% | +33.8% | -53.2% | -29.4% |
| YTD | -17.1% | +35.0% | -52.1% | -28.0% |
| 1Y | -26.3% | +46.4% | -72.7% | -38.4% |
| 3Y | -9.9% | +71.7% | -81.5% | -30.8% |
| 5Y | +6.1% | +113.7% | -107.6% | -27.8% |
| All | +227.5% | +251.1% | -23.6% | +64.1% |
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