+1,787.7%
LOW vs PFG
+985.4%
+802.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +1.4% | +2.4% | -1.0% | +0.6% |
| 30D | +21.7% | +5.9% | +15.8% | +19.5% |
| 3M | +5.0% | -0.4% | +5.5% | +5.1% |
| 6M | +4.6% | +14.8% | -10.2% | -0.4% |
| YTD | -3.5% | +31.9% | -35.4% | -12.4% |
| 1Y | +0.5% | +38.8% | -38.3% | -10.3% |
| 3Y | +24.8% | +82.4% | -57.6% | +0.9% |
| 5Y | +6.5% | +94.7% | -88.3% | -16.8% |
| 10Y | +294.6% | +187.0% | +107.6% | +158.3% |
| All | +1,787.7% | +985.4% | +802.3% | +584.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling