+0.5%
M vs PFG
+203.0%
-202.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.0% | +4.1% | +4.7% |
| 7D | +2.5% | +2.3% | +0.3% | +1.0% |
| 30D | +10.1% | +7.6% | +2.5% | +4.0% |
| 3M | -0.9% | +2.5% | -3.5% | -3.1% |
| 6M | +30.2% | +16.6% | +13.6% | +13.3% |
| YTD | +16.3% | +34.1% | -17.8% | -10.7% |
| 1Y | +27.0% | +44.1% | -17.1% | -8.3% |
| 3Y | +154.5% | +86.3% | +68.2% | +44.5% |
| 5Y | -1.1% | +101.6% | -102.6% | -48.3% |
| 10Y | +0.5% | +197.9% | -197.4% | -66.5% |
| All | +0.5% | +203.0% | -202.5% | -66.5% |
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