+17.4%
M vs PFG
+40.5%
-23.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.6% |
| 7D | -4.3% | -0.6% | -3.6% | -3.5% |
| 30D | +1.3% | +2.0% | -0.7% | +0.9% |
| 3M | -7.4% | -3.2% | -4.2% | -5.8% |
| 6M | +18.3% | +10.9% | +7.4% | +10.6% |
| YTD | +7.6% | +28.8% | -21.3% | -8.1% |
| 1Y | +17.4% | +39.2% | -21.8% | -6.3% |
| All | +17.4% | +40.5% | -23.1% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling