-4.3%
M vs PFG
+195.4%
-199.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +5.0% | +3.0% | +2.1% | +2.9% |
| 30D | +10.6% | +8.2% | +2.5% | +4.1% |
| 3M | +1.6% | +2.7% | -1.1% | -0.8% |
| 6M | +30.8% | +17.2% | +13.6% | +13.4% |
| YTD | +16.9% | +34.8% | -17.9% | -10.6% |
| 1Y | +26.3% | +43.6% | -17.3% | -8.5% |
| 3Y | +158.6% | +85.4% | +73.2% | +47.5% |
| 5Y | +2.1% | +102.2% | -100.1% | -46.8% |
| 10Y | -4.3% | +190.2% | -194.6% | -67.2% |
| All | -4.3% | +195.4% | -199.8% | -67.2% |
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