+6.3%
LOW vs PFG
+95.0%
-88.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +21.3% | +5.0% | +16.3% | +19.0% |
| 3M | +6.0% | +0.1% | +5.9% | +5.8% |
| 6M | +2.6% | +13.8% | -11.2% | -3.5% |
| YTD | -3.6% | +31.2% | -34.8% | -15.0% |
| 1Y | -1.0% | +37.1% | -38.0% | -14.4% |
| 3Y | +24.2% | +80.6% | -56.4% | -6.4% |
| 5Y | +6.3% | +93.7% | -87.4% | -22.6% |
| All | +6.3% | +95.0% | -88.6% | -22.6% |
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 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