-8.1%
M vs PFG
+184.0%
-192.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.1% |
| 7D | +7.0% | +2.4% | +4.6% | +5.1% |
| 30D | +8.9% | +5.9% | +3.0% | +4.3% |
| 3M | +4.5% | -0.4% | +4.9% | +4.8% |
| 6M | +36.2% | +14.8% | +21.4% | +20.1% |
| YTD | +15.1% | +31.9% | -16.8% | -10.3% |
| 1Y | +27.4% | +38.8% | -11.4% | -5.0% |
| 3Y | +160.1% | +82.4% | +77.8% | +50.4% |
| 5Y | -1.6% | +94.7% | -96.3% | -47.0% |
| All | -8.1% | +184.0% | -192.1% | -68.7% |
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