+7.8%
LOW vs PFG
+109.8%
-102.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.6% | +3.2% | -3.8% | -2.0% |
| 30D | -9.3% | +0.9% | -10.2% | -9.8% |
| 3M | -8.1% | +7.7% | -15.8% | -11.3% |
| 6M | -19.8% | +29.0% | -48.7% | -28.3% |
| YTD | -16.4% | +32.5% | -48.8% | -26.4% |
| 1Y | -24.7% | +47.3% | -72.0% | -36.8% |
| 3Y | -8.8% | +68.2% | -77.1% | -28.8% |
| 5Y | +7.8% | +108.5% | -100.7% | -22.2% |
| All | +7.8% | +109.8% | -102.0% | -22.2% |
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