-10.3%
M vs PFG
+91.4%
-101.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.2% |
| 7D | -4.3% | -0.6% | -3.6% | -3.5% |
| 30D | +1.3% | +2.0% | -0.7% | 0.0% |
| 3M | -7.4% | -3.2% | -4.2% | -5.2% |
| 6M | +18.3% | +10.9% | +7.4% | +7.8% |
| YTD | +7.6% | +28.8% | -21.3% | -14.0% |
| 1Y | +17.4% | +39.2% | -21.8% | -12.0% |
| 3Y | +108.4% | +75.0% | +33.3% | +24.8% |
| All | -10.3% | +91.4% | -101.7% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling