+118.6%
M vs PFG
+67.7%
+50.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.7% |
| 7D | +4.7% | +5.5% | -0.8% | +0.5% |
| 30D | -9.6% | +2.4% | -12.0% | -11.4% |
| 3M | +0.9% | +13.6% | -12.7% | -8.9% |
| 6M | +22.3% | +27.9% | -5.6% | +0.7% |
| YTD | +6.5% | +35.6% | -29.0% | -16.4% |
| 1Y | +38.8% | +48.5% | -9.7% | +1.0% |
| All | +118.6% | +67.7% | +50.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling