-3.4%
M vs PFG
+239.4%
-242.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.4% |
| 7D | +2.4% | +6.0% | -3.6% | -2.9% |
| 30D | -11.6% | +2.2% | -13.8% | -13.6% |
| 3M | +1.6% | +10.4% | -8.7% | -7.4% |
| 6M | +25.2% | +27.8% | -2.6% | +0.4% |
| YTD | +3.8% | +33.6% | -29.9% | -20.2% |
| 1Y | +36.3% | +49.3% | -13.0% | -5.0% |
| 3Y | +116.3% | +69.7% | +46.6% | +32.8% |
| 5Y | +28.2% | +111.3% | -83.2% | -35.8% |
| 10Y | -3.4% | +240.3% | -243.7% | -69.2% |
| All | -3.4% | +239.4% | -242.8% | -69.2% |
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 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